Showing 1 - 10 of 53
Persistent link: https://www.econbiz.de/10000889895
Persistent link: https://www.econbiz.de/10000831790
Persistent link: https://www.econbiz.de/10000358848
Persistent link: https://www.econbiz.de/10000632512
Persistent link: https://www.econbiz.de/10000076615
"This paper proposes a new tractable approach to solving asset allocation problems in situations with a large number of risky assets which pose problems for standard numerical approaches. Investor preferences are assumed to be defined over moments of the wealth distribution such as its skewness...
Persistent link: https://www.econbiz.de/10002977388
Persistent link: https://www.econbiz.de/10001689042
Persistent link: https://www.econbiz.de/10001647831
Persistent link: https://www.econbiz.de/10000978408