Gram-Charlier expansions and portfolio selection in non-Gaussian universes
François Desmoulins-Lebeault
| Year of publication: |
2006
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|---|---|
| Authors: | Desmoulins-Lebeault, François |
| Published in: |
Multi-moment asset allocation and pricing models. - Chichester : Wiley, ISBN 0-470-03415-7. - 2006, p. 79-112
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Hochschule | Higher education institution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003477402