A new approach to portfolio construction : the three-moment model
Year of publication: |
1990
|
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Authors: | Tan, Kai-jiaw |
Published in: |
Review of business and economic research : RBER ; a publication of the Division of Business and Economic Research, College of Business Administration, University of New Orleans. - New Orleans, La., ISSN 0362-7985, ZDB-ID 860612-2. - Vol. 25.1990, 2, p. 47-57
|
Subject: | Mean variance skewness (E-V-M) | Portfolio-Management | Portfolio selection | Theorie | Theory |
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