Portfolio Selection and Asset Pricing—Three-Parameter Framework (Q4274641)
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scientific article; zbMATH DE number 482401
Language | Label | Description | Also known as |
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English | Portfolio Selection and Asset Pricing—Three-Parameter Framework |
scientific article; zbMATH DE number 482401 |
Statements
Portfolio Selection and Asset Pricing—Three-Parameter Framework (English)
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17 March 1994
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finance
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elliptical distributions
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skewness
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three-parameter normative portfolio analysis
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capital asset pricing
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