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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

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
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