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A MEAN-VARIANCE-SKEWNESS MODEL...
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Portfolio selection
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Estimation
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Hedging
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1970-1999
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Lundtofte, Frederik
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Nationalekonomiska Institutionen <Lund>
National Bureau of Economic Research
538
Institute of Finance and Accounting <London>
19
Frank J. Fabozzi Associates <New Hope, Pa.>
15
Center for Economic Research <Tilburg>
13
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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World Bank
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Fisher Investments Inc. <Woodside, Calif.>
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HAL
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FinanzBuch Verlag
8
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Universität Mannheim
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1
Expected life-time utility and hedging demands in a partially observable economy
Lundtofte, Frederik
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contributor
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-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002609444
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2
Can an "estimation factor" help explain cross-sectional returns?
Lundtofte, Frederik
(
contributor
)
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002609475
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3
The impact of estimation error on portfolio selection for investors with constant relative risk aversion
Bengtsson, Christoffer
(
contributor
)
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001815413
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4
A comparative analysis of ability of mimicking portfolios in representing the background factors
Asgharian, Hossein
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001959544
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5
International asset pricing and the benefits from world market diversification
Nilsson, Birger
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652002
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6
Dynamic porfolio selection : the relevance of switching regimes and investment horizon
Graflund, Andreas
(
contributor
);
Nilsson, Birger
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652031
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