The Four-moment Capital Asset Pricing Model: Between Asset Pricing and Asset Allocation-Reference-Cited by-同舟云学术

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The Four-moment Capital Asset Pricing Model: Between Asset Pricing and Asset Allocation

Published:2015-08-28 Issue: Volume: Page:113-163
ISSN:
Container-title:Multi-moment Asset Allocation and Pricing Models
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Author:

Jurczenko Emmanuel,Maillet Bertrand

Publisher

John Wiley & Sons, Inc.

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/9781119201830.ch6/fullpdf

Reference157 articles.

1. Adcock , C. 2003 Asset Pricing and Portfolio Selection Based on the Multivariate Skew-Student Distribution

2. Exploiting Skewness to Build an Optimal Hedge Fund with a Currency Overlay;Adcock;European Journal of Finance,2005

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