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Property / DOI: 10.1016/j.jet.2014.09.020 / rank
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Latest revision as of 02:16, 9 December 2024

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Aggregation of preferences for skewed asset returns
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    Aggregation of preferences for skewed asset returns (English)
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    19 November 2014
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    skewness
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    portfolio
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    aggregation
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    stochastic discount factor
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    polynomials of pricing factors
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    market return
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