Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio separation properties of the skew-elliptical distributions, with generalizations |
scientific article |
Statements
Portfolio separation properties of the skew-elliptical distributions, with generalizations (English)
0 references
15 November 2011
0 references
portfolio separation
0 references
mutual fund theorem
0 references
stochastic dominance
0 references
skew-elliptical distributions
0 references
