Paul Merlin

TEAM/CNRS and SAMOS /MATISSE

3, rue Michel-Ange

Paris cedex 16, 75794

France

Other Papers (1)

Total Downloads: 752
1.

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

Number of pages: 29 Posted: 02 Mar 2005
Glion Institute of Higher Education, EMLyon Business School (Paris Campus) and TEAM/CNRS and SAMOS /MATISSE
Downloads 752

Abstract:

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Shortage Function, Efficient Frontier, Skewness, Kurtosis