Improved estimates of higher-order comoments and implications for portfolio selection
Lionel Martellini; Voker Ziemann
| Year of publication: |
2010
|
|---|---|
| Authors: | Martellini, Lionel ; Ziemann, Voker |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 4, p. 1467-1502
|
| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003959855