SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE
| Year of publication: |
2012
|
|---|---|
| Authors: | Low, Cheekiat ; Pachamanova, Dessislava ; 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 10731945. - Vol. 22.2012, 2, p. 379-411
|