Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection
| Year of publication: |
2013
|
|---|---|
| Authors: | Martellini, Lionel ; Ziemann, Volker |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 23.2013, 4 (8.5.), p. 1467-1466
|