Higher order moments of the estimated tangency portfolio weights
Crossref DOI link: https://doi.org/10.1080/02664763.2020.1736523
Published Online: 2020-03-05
Published Print: 2021-02-17
Update policy: https://doi.org/10.1080/tandf_crossmark_01
Javed, Farrukh
Mazur, Stepan
Ngailo, Edward
License valid from 2020-03-05
Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.
Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=cjas20
Publication History
Received: 2019-02-21
Accepted: 2020-02-23
Published: 2020-03-05