Optimal Portfolio Positioning within Generalized Johnson Distributions

Naceur Naguez and Jean-Luc Prigent

No 2014-336, Working Papers from Department of Research, Ipag Business School

Abstract: Many empirical studies have shown that financial asset returns do not

Pages: 40 pages
Date: 2014-01-01
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Citations: View citations in EconPapers (7)

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Working Paper: Optimal portfolio positioning within generalized Johnson distributions (2017)
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