SMEAL WIKI

Portfolio Selection with Higher Moments

Campbell R. Harvey, John Liechty, Merrill W. Liechty, Peter Mueller
Year2004
VenueSSRN Electronic Journal
Typearticle
Citations194
DOI10.2139/ssrn.634141
OpenAlexW2044564202

Topics

Financial Markets and Investment StrategiesSelection (genetic algorithm)PortfolioActuarial scienceEconometricsEconomics