Improved estimates of higher-order comoments and implications for portfolio selection

Review of Financial Studies

Volumn 23, Issue 4, 2010, Pages 1467-1502

  Martellini, Lionel ^a   Ziemann, Volker ^b  

^a EDHEC BUSINESS SCHOOL   (France)

^b French Ministry of Economy Industry and Employment   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77950257254     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhp099     Document Type: Article

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