Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
An investigation into higher and partial moment portfolio selection frameworks
This dissertation highlights the importance of considering higher moments and partial moments of the distribution when conducting portfolio optimisation and selection. This is due partly to the weaknesses of mean-variance optimisation, as discussed throughout the dissertation, and the appropriatenes...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Finance and Tax
2020
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|