Aggregation of preferences for skewed asset returns (Q472212): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1016/j.jet.2014.09.020 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1016/J.JET.2014.09.020 / rank
 
Normal rank

Latest revision as of 02:16, 9 December 2024

scientific article
Language Label Description Also known as
English
Aggregation of preferences for skewed asset returns
scientific article

    Statements

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

    Identifiers