Unconstrained strategies and the variance-kurtosis trade-off
Andrew Kumiega, Ben Van Vliet and Apostolos Xanthopoulos
| Year of publication: |
2014
|
|---|---|
| Authors: | Kumiega, Andrew ; Van Vliet, Benjamin ; Xanthopoulos, Apostolos |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 13/15, p. 1051-1061
|
| Subject: | unconstrained strategies | portfolio optimization | polynomial utility maximization | principal component analysis | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Hauptkomponentenanalyse | Principal component analysis | Strategisches Management | Strategic management |
| Extent: | graph. Darst. |
|---|---|
| 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/10010415726