Aggregation of preferences for skewed asset returns (Q472212)
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scientific article; zbMATH DE number 6370838
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Aggregation of preferences for skewed asset returns |
scientific article; zbMATH DE number 6370838 |
Statements
Aggregation of preferences for skewed asset returns (English)
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19 November 2014
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skewness
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portfolio
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aggregation
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stochastic discount factor
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polynomials of pricing factors
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market return
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0.8056600689888
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0.7838898301124573
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0.7712945342063904
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0.7533315420150757
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0.7525012493133545
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