Atomic portfolio selection: MVSK utility optimization of global real estate securities

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Bibliographic Details
Main Author:	CHAN WEI-JIN, CALVIN LANZ
Other Authors:	REAL ESTATE
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	coskewness, cokurtosis, atomic risk premia, mean-variance-skewness-kurtosis (MVSK), co-moment conditions, atomic portfolio selection.
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/14504
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Institution:	National University of Singapore
Language:	English

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