Optimal portfolio allocation with higher moments
Jakša Cvitanić; Vassilis Polimenis; Fernando Zapatero
| Year of publication: |
2008
|
|---|---|
| Authors: | Cvitanić, Jakša ; Polimenis, Vassilis ; Zapatero, Fernando |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 4.2008, 1, p. 1-28
|
| Subject: | Portfolio-Management | Portfolio selection | Allokation | Allocation | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| 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/10003589408