Algorithmic Portfolio Tilting to Harvest Higher Moment Gains
Year of publication: |
2020
|
---|---|
Authors: | Boudt, Kris |
Other Persons: | Cornilly, Dries (contributor) ; Van Holle, Frederiek (contributor) ; Willems, Joeri (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 8, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3378491 [DOI] |
Classification: | G11 - Portfolio Choice ; C10 - Econometric and Statistical Methods: General. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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