How skewness influences optimal allocation in a risky asset?
Year of publication: |
2013
|
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Authors: | Eling, Martin ; Sudheesh, K. K. ; Tibiletti, Luisa |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 7/9, p. 842-846
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Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk |
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