Portfolio selection in multidimensional general and partial moment space

Journal of Economic Dynamics and Control

Volumn 34, Issue 4, 2010, Pages 636-656

  Briec, Walter ^a   Kerstens, Kristiaan ^b  

^a UNIVERSITÉ DE PERPIGNAN   (France)

^b IESEG SCHOOL OF MANAGEMENT   (France)

Author keywords

Efficient frontier; K moment portfolios; Shortage function

Indexed keywords

EID: 77950298559     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2009.11.001     Document Type: Article

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