Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (Q2125368)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework |
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Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (English)
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14 April 2022
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lower partial moment
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convexity
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separation
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target return
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kappa ratio
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