Showing 1 - 10 of 76
Persistent link: https://www.econbiz.de/10003507821
"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/10001965117
Persistent link: https://www.econbiz.de/10001965263
Persistent link: https://www.econbiz.de/10001919471
Persistent link: https://www.econbiz.de/10002115886
Persistent link: https://www.econbiz.de/10003344544
Persistent link: https://www.econbiz.de/10003344908
Persistent link: https://www.econbiz.de/10001979828
Persistent link: https://www.econbiz.de/10001979873