Reconciling mean-variance portfolio theory with non-Gaussian returns
Nathan Lassance
| Year of publication: |
2022
|
|---|---|
| Authors: | Lassance, Nathan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 297.2022, 2 (1.3.), p. 729-740
|
| Subject: | Finance | Mean-variance portfolio | Higher moments | Estimation risk | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.06.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013259928