Skewness-aware asset allocation: a new theoretical framework and empirical evidence (Q4906535)
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scientific article; zbMATH DE number 6139588
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| English | Skewness-aware asset allocation: a new theoretical framework and empirical evidence |
scientific article; zbMATH DE number 6139588 |
Statements
SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE (English)
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28 February 2013
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skewness
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optimal portfolio allocation
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prospective satisficing measures
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beta
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0.7995094656944275
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0.7894949316978455
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0.7748677134513855
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0.7602035403251648
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0.7598256468772888
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