Skewness-aware asset allocation : a new theoretical framework and empirical evidence
Cheekiat Low; Dessislava Pachamanova; Melvyn Sim
| Year of publication: |
2012
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|---|---|
| Authors: | Low, Cheekiat ; Pachamanova, Dessislava A. ; Sim, Melvyn |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 22.2012, 2, p. 379-410
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| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Messung | Measurement | Varianzanalyse | Analysis of variance | Nutzenfunktion | Utility function | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009613191