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~person:"Hitaj, Asmerilda"
~person:"Jeanblanc, Monique"
~source:"econis"
~subject:"Portfolio-Management"
~subject:"Welt"
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Hitaj, Asmerilda
Jeanblanc, Monique
Martellini, Lionel
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Journal of mathematical economics
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ECONIS (ZBW)
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Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
Hitaj, Asmerilda
;
Martellini, Lionel
;
Zambruno, Giovanni
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 6-16
Persistent link: https://www.econbiz.de/10009501188
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2
Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1100-1113
Persistent link: https://www.econbiz.de/10003783826
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