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~person:"Maillet, Bertrand"
~type_genre:"Amtsdruckschrift"
~type_genre:"Book section"
~type_genre:"Sammlung"
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Maillet, Bertrand
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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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2
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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3
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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