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The three-moment CAPM : theoretical foundations and an asset pricing model comparison in a unified framework
Jurczenko, Emmanuel; Maillet, Bertrand - In: Developments in forecast combination and portfolio choice, (pp. 239-273). 2001
Persistent link: https://www.econbiz.de/10001719159
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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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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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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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Hedging climate risks : a cross-asset approach
Jurczenko, Emmanuel; Teïletche, Jérôme - In: Climate investing : new strategies and implementation …, (pp. 87-108). 2022
Persistent link: https://www.econbiz.de/10014249459