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Book chapter
Multi-moment Method for Portfolio Management: Generalised Capital Asset Pricing Model in Homogeneous and Heterogeneous Markets
Yannick Malevergne
and
Didier Sornette
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Multi-moment Asset Allocation and Pricing Models, pp.165-193
Wiley
01/09/2006
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Title
Multi-moment Method for Portfolio Management
Creators
Yannick Malevergne (Author)
Didier Sornette (Author)
Contributors
Bertrand Maillet (Editor)
Emmanuel Jurczenko (Editor)
Creators - without role
Yannick Malevergne
Didier Sornette
Contributors - without role
Bertrand Maillet
Emmanuel Jurczenko
Publication Details
Multi-moment Asset Allocation and Pricing Models, pp.165-193
Publisher
Wiley; Chichester
Format
165-193 P.
Identifiers
9918000009453
Academic Unit
emlyon business school
Language
English
Resource Type
Book chapter
Local Fields
105285
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