Optimal Portfolio Positioning within Generalized Johnson Distributions

Many empirical studies have shown that financial asset returns do not

Year of publication:	2014-06-16
Authors:	Naguez, Naceur ; Prigent, Jean-Luc
Institutions:	Institut de Préparation à l'Administration et à la Gestion (IPAG)

Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2014-336 40 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010782089