Work

Multi-moment Asset Allocation and Pricing Models

Year: 2006

Type: book

Source: HAL

Authors: Maillet, Bertrand, Jurczenko, Emmanuel

Institutions: Centre d'Économie de la Sorbonne, ESCP Business School

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: W629155545

FWCI: 2.895

Cites: 53

Cited by: 93

Related to: 10