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Portfolio selection with higher moments

Campbell R. Harvey, John Liechty, Merrill W. Liechty, Peter Müller
Year2010
VenueQuantitative Finance
Typearticle
Citations535
DOI10.1080/14697681003756877
OpenAlexW3122732812

Topics

Risk and Portfolio OptimizationPortfolioSelection (genetic algorithm)EconometricsSkewResampling