Flexible distribution functions, higher-order preferences and optimal portfolio allocation

  1. Ñíguez, T.-M.
  2. Paya, I.
  3. Peel, D.
  4. Perote, J.
Journal:
Quantitative Finance

ISSN: 1469-7696,  1469-7688

Year of publication: 2019

Volume: 19

Issue: 4

Pages: 699-703

Type: Article

DOI: 10.1080/14697688.2018.1550264 GOOGLE SCHOLAR
Data source: Scopus