Improved estimates of higher-order comoments and implications for portfolio selection
Year of publication: |
2010
|
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Authors: | Martellini, Lionel ; Ziemann, Voker |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 4, p. 1467-1502
|
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Theorie | Theory |
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