Optimal portfolio allocation with higher moments

By Jakša Cvitanić, Vassilios G. Polimenis, Fernando Zapatero. 2007

98 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/c7e7b7da1afe50112e93c6afe866b1afdeee9925

Citations in the corpus

• Portfolio Choice in Markets with Contagion (2012, unknown): “…and Pontier (1990), Shirakawa (1990), Han and Rachev (2000), Ortobelli et al. (2003), Kallsen (2000), Carr et al. (2001), Liu et al. (2003), Das and Uppal (2004), Emmer and Klüppelberg (2004), Madan (2004), Cvitanić et al. (2008), Delong and Klüppelberg (2008) and Äıt-Sahalia et al. (2009)).”