Realised higher moments : theory and practice
Year of publication: |
October-December 2016
|
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Authors: | Buckle, Michael J. ; Chen, Jing ; Williams, Julian M. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 13/15, p. 1272-1291
|
Subject: | higher moments | asset allocation | portfolio management | co-movement | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
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