Multivariate approximations to portfolio return distribution
Andrés Mora-Valencia, Trino-Manuel Ñíguez, Javier Perote
| Year of publication: |
September 2017
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|---|---|
| Authors: | Mora-Valencia, Andrés ; Ñíguez, Trino-Manuel ; Perote, Javier |
| Published in: |
Computational and mathematical organization theory. - Norwell, Mass. [u.a.] : Springer Science + Business Media, ISSN 1381-298X, ZDB-ID 1305080-1. - Vol. 23.2017, 3, p. 347-361
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| Subject: | European stock indices | Gram-Charlier expansion | Method of moments | Portfolio returns | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Momentenmethode | Schätzung | Estimation | Aktienindex | Stock index | Theorie | Theory | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10588-016-9231-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011741979