Multi-moment Method for Portfolio Management : Generalised Capital Asset Pricing Model in Homogeneous and Heterogeneous Markets | Malevergne, Yannick
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Chapitre

Multi-moment Method for Portfolio Management : Generalised Capital Asset Pricing Model in Homogeneous and Heterogeneous Markets

in Multi-moment Asset Allocation and Pricing Models

Malevergne, Yannick ; Sornette, Didier

Maillet, Bertrand (19..-....). Directeur de publication ; Jurczenko, Emmanuel. Directeur de publication

Wiley 2006 - 165-193 P.


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