Linearity properties of a three-moments portfolio model
From MaRDI portal
Publication:5944944
DOI10.1007/s102030070004zbMath0999.91041OpenAlexW2079353017MaRDI QIDQ5944944
Patrizia Stucchi, Flavio Pressacco
Publication date: 10 October 2001
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s102030070004
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation ⋮ THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY
This page was built for publication: Linearity properties of a three-moments portfolio model