Optimal portfolio allocation with higher moments
| Year of publication: |
2008
|
|---|---|
| Authors: | Cvitanić, Jakša ; Polimenis, Vassilis ; Zapatero, Fernando |
| Published in: |
Annals of Finance. - Springer. - Vol. 4.2008, 1, p. 1-28
|
| Publisher: |
Springer |
| Subject: | Pure-jump processes | Optimal allocation | Higher moments |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005542193