The anatomy of portfolio skewness and kurtosis
Anthony D. Hall; Stephen E. Satchell
| Year of publication: |
2013
|
|---|---|
| Authors: | Hall, Anthony D. ; Satchell, Stephen |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 14.2013, 4, p. 228-235
|
| Subject: | portfolio skewness | portfolio kurtosis | portfolio construction | Theorie | Theory | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010237899