Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments (Q2512336)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments |
scientific article |
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Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments (English)
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7 August 2014
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portfolio selection
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robust portfolio
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higher moments
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mean-variance framework
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