Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous Markets
Malevergne, Yannick, Sornette, DidierYear:
2002
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.319544
File:
PDF, 1.17 MB
english, 2002