FRICTIONLESS ASSET ALLOCATION WITH ELLIPTICALLY SYMMETRIC DISTRIBUTIONS OF RETURNS GRAHAM L. GILLER A BSTRACT. Frictionless asset allocation is examined for constant absolute risk aversion. The optimal portfolio for a ge - Two-moment decision models - Document - PDFSEARCH.IO

First Page	Meta Content
	FRICTIONLESS ASSET ALLOCATION WITH ELLIPTICALLY SYMMETRIC DISTRIBUTIONS OF RETURNS GRAHAM L. GILLER A BSTRACT. Frictionless asset allocation is examined for constant absolute risk aversion. The optimal portfolio for a ge Add to Reading List Document Date: 2005-08-17 13:09:00 Open Document File Size: 143,13 KB Share Result on Facebook Company Frictionless Trading / Kendall / John Wiley & Sons Inc. / / Person Edward Arnold / GRAHAM L. GILLER / / Position trader / / SocialTag Normal distribution Skewness Moment Two-moment decision models Multivariate normal distribution Variance Laplace distribution Statistics Probability theory Probability and statistics

FRICTIONLESS ASSET ALLOCATION WITH ELLIPTICALLY SYMMETRIC DISTRIBUTIONS OF RETURNS GRAHAM L. GILLER A BSTRACT. Frictionless asset allocation is examined for constant absolute risk aversion. The optimal portfolio for a geAdd to Reading List