Enhancing mean–variance portfolio selection by modeling distributional asymmetries
Yew Low, Rand Kwong, Faff, Robert, Aas, KjerstiLanguage:
english
Journal:
Journal of Economics and Business
DOI:
10.1016/j.jeconbus.2016.01.003
Date:
January, 2016
File:
PDF, 956 KB
english, 2016