The four-moment capital asset pricing model : between asset pricing and asset allocation
Emmanuel Jurczenko and Bertrand Maillet
| Year of publication: |
2006
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|---|---|
| Authors: | Jurczenko, Emmanuel ; Maillet, Bertrand |
| Published in: |
Multi-moment asset allocation and pricing models. - Chichester : Wiley, ISBN 0-470-03415-7. - 2006, p. 113-163
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| Subject: | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003477404