The impact of skewness and fat tails on the asset allocation decision
Year of publication: |
2011
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Authors: | Xiong, James X. ; Idzorek, Thomas M. |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 67.2011, 2, p. 23-35
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Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income |
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