Portfolio selection with higher moments (Q3568905)
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scientific article; zbMATH DE number 5721647
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio selection with higher moments |
scientific article; zbMATH DE number 5721647 |
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Portfolio selection with higher moments (English)
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16 June 2010
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Bayesian decision problem
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multivariate skewness
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parameter uncertainty
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optimal portfolios
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utility function maximization
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0.812793493270874
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0.8000813722610474
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0.7886698246002197
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0.7847436666488647
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