Portfolio rankings with skewness and kurtosis
Year of publication: |
2008
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Authors: | Di Pierro, Massimo ; Mosevich, J. |
Published in: |
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]. - Southampton [u.a.] : WIT Press, ISBN 1-84564-111-6. - 2008, p. 109-117
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Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Ranking-Verfahren | Ranking method | Wahrscheinlichkeitsrechnung | Probability theory |
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