Optimal portfolio allocation with higher moments (Q665798)
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scientific article; zbMATH DE number 6012439
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal portfolio allocation with higher moments |
scientific article; zbMATH DE number 6012439 |
Statements
Optimal portfolio allocation with higher moments (English)
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6 March 2012
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pure-jump processes
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optimal allocation
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higher moments
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0.7582701444625854
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0.7555369138717651
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0.7539759874343872
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0.7383424639701843
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