Work

Non-Normality of Market Returns: A Framework for Asset Allocation Decision Making

Year: 2009

Type: article

Source: The Journal of Alternative Investments

DOI: 10.3905/jai.2010.12.3.008

Authors: Abdullah Z Sheikh, Hongtao Qiao

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1985173707

FWCI: 6.766

Cites: 17

Cited by: 77

Related to: 10