Work

Higher-Moment Portfolio Theory

Year: 2005

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2005.570150

Authors: Yannick Malevergne, Didier Sornette

Institutions: Lyon 1 Université, Centre National de la Recherche Scientifique, University of California, Los Angeles

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: W2171978494

FWCI: 2.119

Cites: 13

Cited by: 39

Related to: 10