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

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

Yannick Malevergne and Didier Sornette
Multi-moment Asset Allocation and Pricing Models, pp.165-193
Wiley
01/09/2006

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