Bertrand Maillet Books
Multi-Moment Asset Allocation And Pricing Models
By Mark Rubinstein, Emmanuel Jurczenko, Bertrand Maillet
“When I developed the first multi-moment CAPM as the lead paper in my dissertation in 1970, I had high hopes that this would lead to significant improvements in asset pricing. I felt intuitively th...
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Multi-Moment Asset Allocation And Pricing Models
By Emmanuel Jurczenko, Bertrand Maillet
While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelming empirical evidence shows otherwise...
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