Optimal portfolio allocation with higher moments
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Publication:665798
DOI10.1007/s10436-007-0071-5zbMath1233.91238OpenAlexW1981134187WikidataQ59444578 ScholiaQ59444578MaRDI QIDQ665798
Vassilis Polimenis, Fernando Zapatero, Jakša Cvitanić
Publication date: 6 March 2012
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-007-0071-5
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