Hedge Funds Portfolio Selection with Higher-order Moments: A Non-parametric Mean-Variance-Skewness-Kurtosis Efficient Frontier

By Bertrand B. Maillet, Emmanuel Jurczenko, Paul Merlin. 2006

51 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/be30c3c844d5f1abdbd3862f01dc2e152cde8697