IDEAS home Printed from
   My bibliography  Save this article

Linearity properties of a three-moments portfolio model


  • Flavio Pressacco
  • Patrizia Stucchi


No abstract is available for this item.

Suggested Citation

  • Flavio Pressacco & Patrizia Stucchi, 2000. "Linearity properties of a three-moments portfolio model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 23(2), pages 133-150.
  • Handle: RePEc:spr:decfin:v:23:y:2000:i:2:p:133-150 Note: Received: 29 October 1999

    Download full text from publisher

    File URL:
    Download Restriction: Access to the full text of the articles in this series is restricted.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    1. Montrucchio, Luigi, 1995. "A New Turnpike Theorem for Discounted Programs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(3), pages 371-382, May.
    2. Araujo, A & Scheinkman, Jose A, 1977. "Smoothness, Comparative Dynamics, and the Turnpike Property," Econometrica, Econometric Society, vol. 45(3), pages 601-620, April.
    3. Lionel W. McKenzie, 2012. "turnpike theory," The New Palgrave Dictionary of Economics, Palgrave Macmillan.
    4. Lionel W. McKenzie, 2005. "Classical General Equilibrium Theory," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262633302, July.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Mencía, Javier & Sentana, Enrique, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Journal of Econometrics, Elsevier, vol. 153(2), pages 105-121, December.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:decfin:v:23:y:2000:i:2:p:133-150. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.