Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (Q2125368)
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scientific article; zbMATH DE number 7507162
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| English | Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework |
scientific article; zbMATH DE number 7507162 |
Statements
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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0.8324079513549805
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0.7387357950210571
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0.729051411151886
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0.7282753586769104
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0.7275755405426025
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