Linearity properties of a three-moments portfolio model

• 1 November 2000
• journal article
• Published by Springer Nature in Decisions in Economics and Finance
• Vol. 23  (2) , 133-150
• https://doi.org/10.1007/s102030070004

Abstract

Keywords

• MATHEMATICS SUBJECT CLASSIFICATION (2000):90A09
• 91B28
• 90C29
• JOURNAL OF ECONOMIC LITERATURE CLASSIFICATION:G110
• C440