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Nonparametric portfolio efficiency measurement with higher moments
Authors
A Kraus
B Hampf
+58 more
BPS Murthi
C Gollier
C Gourieroux
C Harvey
CM Jarque
CR Harvey
D Goldfarb
D Kraft
DA Harville
DG Luenberger
DG Luenberger
E Jondeau
E Sentana
EF Fama
EF Fama
EF Fama
EF Fama
G Elliott
H Markowitz
H Markowitz
JD Lamb
Jens J. Krüger
JR Magnus
K Boudt
K Boudt
K Boudt
K Kerstens
K Kerstens
K Kerstens
KJ Arrow
L Martellini
L Simar
L Simar
M Branda
M Glawischnig
MR Morey
MS Kimball
N Edirisinghe
O Brandouy
O Ledoit
O Ledoit
PA Samuelson
R Färe
R Jagannathan
RC Scott
RF Dittmar
RF Engle
RG Chambers
RJ Shiller
T Hens
T Joro
TY Lai
VK Chopra
W Briec
W Briec
W Briec
W Briec
W Hlawitschka
Publication date
Publisher
'Springer Science and Business Media LLC'
Doi
Abstract
Abstract is not available.
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Last time updated on 05/09/2020
