Effects of skewness and kurtosis on portfolio rankings (Q4911222)
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scientific article; zbMATH DE number 6144868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of skewness and kurtosis on portfolio rankings |
scientific article; zbMATH DE number 6144868 |
Statements
Effects of skewness and kurtosis on portfolio rankings (English)
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14 March 2013
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portfolio rankings
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exponential utility
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skewness
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kurtosis
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