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~language:"eng"
~person:"Maillet, Bertrand"
~subject:"Nonparametric statistics"
~type_genre:"Book section"
~type_genre:"Thesis"
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Hedge fund portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-kurtosis efficient frontier
Jurczenko, Emmanuel
;
Maillet, Bertrand
;
Merlin, Paul
- In:
Multi-moment asset allocation and pricing models
,
(pp. 51-66)
.
2006
Persistent link: https://www.econbiz.de/10003477397
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