Hedge fund portfolio selection with higher-order moments : a nonparametric mean-variance-skewness-kurtosis efficient frontier
Emmanuel Jurczenko, Bertrand Maillet and Paul Merlin
| Year of publication: |
2006
|
|---|---|
| Authors: | Jurczenko, Emmanuel ; Maillet, Bertrand ; Merlin, Paul |
| Published in: |
Multi-moment asset allocation and pricing models. - Chichester : Wiley, ISBN 0-470-03415-7. - 2006, p. 51-66
|
| Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Investmentfonds | Investment Fund |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003477397