Multi-Moments Method for Portfolio Management: Generalized...

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Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous Markets

Malevergne, Yannick, Sornette, Didier
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Year:
2002
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.319544
File:
PDF, 1.17 MB
english, 2002
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