How skewness influences optimal allocation in a risky asset?
M. Eling, K. K. Sudheesh and L. Tibiletti
| Year of publication: |
2013
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|---|---|
| Authors: | Eling, Martin ; Sudheesh, K. K. ; Tibiletti, Luisa |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 7/9, p. 842-846
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009763287