Portfolio performance evaluation in a mean--variance--skewness framework (Q2432863): Difference between revisions

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Latest revision as of 21:14, 24 June 2024

scientific article
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English
Portfolio performance evaluation in a mean--variance--skewness framework
scientific article

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    Portfolio performance evaluation in a mean--variance--skewness framework (English)
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    25 October 2006
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    CAPM
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    data envelopment analysis
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    efficient frontier
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    mutual funds
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    skewness
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    portfolio performance
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