Flexible distribution functions, higher-order preferences and optimal portfolio allocation (Q5234321)

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scientific article; zbMATH DE number 7110443
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Flexible distribution functions, higher-order preferences and optimal portfolio allocation
scientific article; zbMATH DE number 7110443

    Statements

    Flexible distribution functions, higher-order preferences and optimal portfolio allocation (English)
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    26 September 2019
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    decision analysis
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    higher-order moments and preferences
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    portfolio choice
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    weighted generalized beta of the second kind
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