Portfolio selection with higher moments (Q3568905)

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Portfolio selection with higher moments
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    Statements

    title
    Portfolio selection with higher moments (English)
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    author
    C. R. Harvey
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    Merrill W. Liechty
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    Peter Mueller
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    John C. Liechty
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    publication date
    16 June 2010
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    zbMATH Keywords
    Bayesian decision problem
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    multivariate skewness
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    parameter uncertainty
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    optimal portfolios
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    utility function maximization
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62F15
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    91G10
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    62P05
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    zbMATH DE Number
    5721647
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    OpenAlex ID
    W3122732812
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