Forward-looking measures of higher-order dependencies with an application to portfolio selection
| Year of publication: |
2013
|
|---|---|
| Authors: | Brinkmann, Felix ; Kempf, Alexander ; Korn, Olaf |
| Institutions: | Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät |
| Subject: | option-implied information | dependence measures | higher moments | portfolio selection |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 13-08 |
| Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing ; G17 - Financial Forecasting |
| Source: |
Persistent link: https://www.econbiz.de/10010957264