Pages that link to "Item:Q5944944"
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The following pages link to Linearity properties of a three-moments portfolio model (Q5944944):
Displaying 7 items.
- Increases in skewness and three-moment preferences (Q633345) (← links)
- Location-scale portfolio selection with factor-recentered skew normal asset returns (Q1991942) (← links)
- A characterization of the coskewness-cokurtosis pricing model (Q2345149) (← links)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
- Portfolio Selection and Asset Pricing—Three-Parameter Framework (Q4274641) (← links)
- Portfolio performance of linear SDF models: an out-of-sample assessment (Q4554506) (← links)
- THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)