Multi-moments method for portfolio management
Generalized capital asset pricing model in homogeneous and heterogeneous markets
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Date
2006Type
- Book Chapter
ETH Bibliography
yes
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Publication status
publishedExternal links
Search print copy at ETH Library
Editor
Book title
Multi-moment asset allocation and pricing modelsJournal / series
Wiley finance seriesPages / Article No.
Publisher
John WileyOrganisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
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ETH Bibliography
yes
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