【作者(必填)】
Y Simaan
【文题(必填)】
Portfolio selection and asset pricing-three-parameter framework

【年份(必填)】1993

【全文链接或数据库名称(选填)】

Portfolio selection and asset pricing-three-parameter frameworkY Simaan - Management Science, 1993 - JSTOR
Idiosyncratic security risks are modelled as following a joint spherical distribution
characterized by a mean vector and a generalized covariance matrix. Skewness is
generated by a single factor for the whole economy, but upon which different securities ...
被引用次数：59 - 相关文章 - 所有 10 个版本