Portfolio Selection and Asset Pricing---Three-Parameter Framework
Year of publication: |
1993
|
---|---|
Authors: | Simaan, Yusif |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 39.1993, 5, p. 568-577
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | finance | portfolio analysis | capital asset pricing | elliptical distributions | skewness in portfolio analysis |
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