Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721): Difference between revisions

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Latest revision as of 11:37, 10 December 2024

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Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
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    Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (English)
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    20 September 2010
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    capital asset pricing model
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    efficient frontier
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    market model
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    multivariate skew-normal distribution
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    multivariate student distribution
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    portfolio selection
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    utility functions
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