Optimal portfolio positioning within generalized Johnson distributions

N. Naguez and Jean-Luc Prigent

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Date: 2017-01-05
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Published in Quantitative Finance, 2017, 17 (7), pp.1037-1055. ⟨10.1080/14697688.2016.1253859⟩

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Working Paper: Optimal Portfolio Positioning within Generalized Johnson Distributions (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03679701

DOI: 10.1080/14697688.2016.1253859

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