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~person:"Maillet, Bertrand"
~subject:"CAPM"
~subject:"Capital income"
~type_genre:"Amtsdruckschrift"
~type_genre:"Book section"
~type_genre:"Sammlung"
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Maillet, Bertrand
Fabozzi, Frank J.
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Multi-moment asset allocation and pricing models
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Theoretical foundations of asset allocation and pricing models with higher-order moments
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Multi-moment asset allocation and pricing models
,
(pp. 1-36)
.
2006
Persistent link: https://www.econbiz.de/10003477390
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The four-moment capital asset pricing model : between asset pricing and asset allocation
Jurczenko, Emmanuel
;
Maillet, Bertrand
- In:
Multi-moment asset allocation and pricing models
,
(pp. 113-163)
.
2006
Persistent link: https://www.econbiz.de/10003477404
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