Effects of skewness and kurtosis on portfolio rankings (Q4911222)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Effects of skewness and kurtosis on portfolio rankings |
scientific article; zbMATH DE number 6144868
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
14 March 2013
0 references
portfolio rankings
0 references
exponential utility
0 references
skewness
0 references
kurtosis
0 references
0.7837405800819397
0 references
0.7678243517875671
0 references
0.7498112916946411
0 references
