Portfolio Selection and Asset Pricing—Three-Parameter Framework
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Publication:4274641
DOI10.1287/mnsc.39.5.568zbMath0783.90012OpenAlexW2029134863MaRDI QIDQ4274641
Publication date: 17 March 1994
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.39.5.568
elliptical distributionsfinanceskewnesscapital asset pricingthree-parameter normative portfolio analysis
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