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Asset Allocation with Higher Order Moments and Factor Models

Asset Allocation with Higher Order Moments and Factor Models

Boudt, Kris; Lu, Wanbo; Peeters, Benedict
  • 期刊名称SSRN Electronic Journal
  • 作者Boudt, Kris; Lu, Wanbo; Peeters, Benedict
  • 电子ISSN1556-5068
  • 文件大小386.19KB
  • 发表时间2014
  • DOI10.2139/ssrn.2409603
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