Considering the three ÿrst 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
A method of moments solution to a three-dimensional whisker structure
✍ Scribed by Xu, Jie ;Räisänen, Antti V.
- Publisher
- Springer
- Year
- 1994
- Tongue
- English
- Weight
- 473 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0195-9271
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