Muli-moment method for portfolio management : generalised capital asset pricing model in homogeneous and heterogeneous markets
Yannick Malevergne and Didier Sornette
| Year of publication: |
2006
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|---|---|
| Authors: | Malevergne, Yannick ; Sornette, Didier |
| Published in: |
Multi-moment asset allocation and pricing models. - Chichester : Wiley, ISBN 0-470-03415-7. - 2006, p. 165-193
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| Subject: | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory |
| 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/10003477406