International Portfolio Optimization with Higher Moments

Maroua Mhiri; Jean-Luc Prigent

doi:10.5539/ijef.v2n5p157

Journal Articles International Journal of Economics and Finance Year : 2010

International Portfolio Optimization with Higher Moments

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Maroua Mhiri

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Jean-Luc Prigent

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Théorie économique, modélisation et applications

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Mathematics [math] Humanities and Social Sciences Statistics [stat] Quantitative Finance [q-fin]

Jean-Luc Prigent : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-03679712

Submitted on : Friday, May 27, 2022-12:31:04 AM

Last modification on : Friday, March 24, 2023-2:53:27 PM

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hal-03679712 , version 1 (27-05-2022)

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HAL Id : hal-03679712 , version 1
DOI : 10.5539/ijef.v2n5p157

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Maroua Mhiri, Jean-Luc Prigent. International Portfolio Optimization with Higher Moments. International Journal of Economics and Finance, 2010, 2 (5), ⟨10.5539/ijef.v2n5p157⟩. ⟨hal-03679712⟩

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International Portfolio Optimization with Higher Moments

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