Multi-moment Asset Allocation and Pricing Models (Jurczenko/Multi-moment) || Multi-moment Method for Portfolio Management: Generalised Capital Asset Pricing Model in Homogeneous and Heterogeneous Markets
Jurczenko, Emmanuel; Maillet, Bertrand
- 作者Jurczenko, Emmanuel; Maillet, Bertrand
- 文件大小567.14KB
- 发表时间2012
- DOI10.1002/9781119201830.ch7
- 页码166-193