Do we need higher-order comoments to enhance mean-variance portfolios? evidence from a simplified jump process

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Bibliographische Detailangaben
Veröffentlicht in:International review of financial analysis
1. Verfasser: Khashanah, Khaldoun (VerfasserIn)
Weitere Verfasser: Simaan, Majeed (VerfasserIn), Simaan, Yusif E. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2022
Schlagworte:
Multivariate analysis > Non-elliptical distributions > Shrinkage > Utility theory > Aufsatz in Zeitschrift
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