Location-scale portfolio selection with factor-recentered skew normal asset returns (Q1991942)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Location-scale portfolio selection with factor-recentered skew normal asset returns |
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Location-scale portfolio selection with factor-recentered skew normal asset returns (English)
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2 November 2018
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portfolio selection
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skew normal
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certainty equivalent
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non-monotonicity
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factor model
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