Showing 1 - 10 of 54
Persistent link: https://www.econbiz.de/10000889895
Persistent link: https://www.econbiz.de/10000632512
"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
Persistent link: https://www.econbiz.de/10001378895
Persistent link: https://www.econbiz.de/10001451755