Multi-moment Asset Allocation and Pricing Models

By Bertrand B. Maillet, Emmanuel Jurczenko. 2006

88 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/749e60950bf4ba6456fcc6251177243ed04b552b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. C. Adcock
2. Nicola Maria Rinaldo Loperfido
3. Martin Eling
4. Adelchi Azzalini
5. Reinaldo Boris Arellano-Valle
6. Mauro Bernardi
7. Marc G. Genton
8. M. Delignette-Muller

Citations in the corpus

• Skewed distributions in finance and actuarial science: a review (2015, background): “In a substantial monograph, Jurczenko and Maillet (2006) present a collection of works concerned with higher moments.”