Title:

Portfolio Selection in Euro Area with CAPM and Lower Partial Moments Models

Author:

Jose Soares da Fonseca (U Coimbra)

Journal:

Portuguese Economic Journal

Year:

2020

Volume:

19

Number:

1

Pages:

49-66

JEL codes:

C58 - Financial Econometrics
G11 - Portfolio Choice; Investment Decisions

DOI:

10.1007/s10258-019-00153-4