Conditional asset allocation under non-normality : how costly is the mean-variance criterion?

Eric Jondeau; Michael Rockinger

Year of publication:	Feb. 2005
Other Persons:	Jondeau, Eric (contributor) ; Rockinger, Michael (contributor)
Publisher:	Genève : FAME
Subject:	Volatilität \| Volatility \| Portfolio-Management \| Portfolio selection \| ARCH-Modell \| ARCH model \| Kapitaleinkommen \| Capital income \| Multivariate Analyse \| Multivariate analysis \| Schwellenländer \| Emerging economies \| Theorie \| Theory

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