Multi-moment Asset Allocation and Pricing Models
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Published By John Wiley & Sons, Inc.

9781119201830, 9780470034156
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Index

2015 ◽  
pp. 231-233

Higher-order Moments and Beyond

2015 ◽  
pp. 67-78
Author(s):  
Luisa Tibiletti
Keyword(s):  
Higher Order ◽  
Higher Order Moments

On Certain Geometric Aspects of Portfolio Optimisation with Higher Moments

2015 ◽  
pp. 37-50 ◽  
Author(s):  
Gustavo M. de Athayde ◽  
Renato G. Flôres
Keyword(s):  
Portfolio Optimisation ◽  
Higher Moments

Front Matter

2015 ◽  
pp. i-xxiv

Gram-Charlier Expansions Portfolio Selection in Non-Gaussian Universes

2015 ◽  
pp. 79-112 ◽  
Author(s):  
François Desmoulins-Lebeault
Keyword(s):  
Portfolio Selection ◽  
Non Gaussian

A Test of the Homogeneity of Asset pricing Models

2015 ◽  
pp. 223-230
Author(s):  
Giovanni Barone-Adesi ◽  
Patrick Gagliardini ◽  
Giovanni Urga
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Modelling the Dynamics of Conditional Dependency Between Financial Series

2015 ◽  
pp. 195-221 ◽  
Author(s):  
Eric Jondeau ◽  
Michael Rockinger
Keyword(s):  
Conditional Dependency
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