On certain geometric aspects of portfolio otimisation with higher moments
Year of publication: |
2006
|
---|---|
Authors: | Athayde, Gustavo M. de ; FlĂ´res Jr., Renato G. |
Published in: |
Multi-moment asset allocation and pricing models. - Chichester : Wiley, ISBN 0-470-03415-7. - 2006, p. 37-50
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
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