K. Sudheesh

affiliation not provided to SSRN

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Scholarly Papers (1)

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How Skewness Influences Optimal Allocation in a Risky Asset

Posted: 21 Oct 2012
Martin Eling, K. Sudheesh and Luisa Tibiletti
University of St. Gallen - Institute of Insurance Economics, affiliation not provided to SSRN and University of Turin - Department of Management

Abstract:

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Stein’s Lemma, optimal asset allocation, skew-normal distribution, skewness