𝔖 Bobbio Scriptorium
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A General Equilibrium Model of International Portfolio Choice

✍ Scribed by Raman Uppal

Book ID
111911043
Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
569 KB
Volume
48
Category
Article
ISSN
0022-1082

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πŸ“œ SIMILAR VOLUMES

Finding a maximum skewness portfolioβ€”a g
Finding a maximum skewness portfolioβ€”a general solution to three-moments portfolio choice
✍ Gustavo M. de Athayde; Renato G. FlΓ΄res Jr. πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 382 KB

Considering the three ΓΏrst moments and allowing short sales, the e cient portfolios set for n risky assets and a riskless one is found, supposing that agents like odd moments and dislike even ones. Analytical formulas for the solution surface are obtained and important geometric properties provide i