Skewness persistence with optimal portfolio selection
Year of publication: |
2003
|
---|---|
Authors: | Qian, Sun ; Yan, Yuxing |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 27.2003, 6, p. 1111-1121
|
Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Welt | World | Bootstrap-Verfahren | Bootstrap approach |
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