Hedge Funds Portfolio Selection with Higher-order Moments: A Non-parametric Mean-Variance-Skewness-Kurtosis Efficient Frontier
- 期刊名称SSRN Electronic Journal
- 作者Jurczenko, Emmanuel; Maillet, Bertrand B.; Merlin, Paul
- 电子ISSN1556-5068
- 文件大小507.32KB
- 发表时间2005
- DOI10.2139/ssrn.676904
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