Evaluating investments using higher moments
Year of publication: |
March 2016
|
---|---|
Authors: | Diro Ejara, Demissew |
Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 7.2016, 3, p. 320-326
|
Subject: | Higher Moments | Investment | Hedge Funds | Financial Econometrics | Portfolio Performance Evaluation | Taylor Series Expansion | CRRA | Theorie | Theory | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | CAPM | Momentenmethode | Method of moments | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution |
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