Portfolio selection in multidimensional general and partial moment space

W. Briec and Kristiaan Kerstens

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Keywords: Shortage; function; Efficient; frontier; K-moment; portfolios (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (20)

Published in Journal of Economic Dynamics and Control, 2010, 34 (4), pp.636-656. ⟨10.1016/j.jedc.2009.11.001⟩

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Related works:
Journal Article: Portfolio selection in multidimensional general and partial moment space (2010)
Working Paper: Portfolio Selection in Multidimensional General and Partial Moment Space (2009)
Working Paper: Portfolio selection in multidimensional general and partial moment space (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00473219

DOI: 10.1016/j.jedc.2009.11.001

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