Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10001965117
Persistent link: https://www.econbiz.de/10001965263
"This paper proposes a new tractable approach to solving asset allocation problems in situations with a large number of risky assets which pose problems for standard numerical approaches. Investor preferences are assumed to be defined over moments of the wealth distribution such as its skewness...
Persistent link: https://www.econbiz.de/10002977388