Location-scale portfolio selection with factor-recentered skew normal asset returns (Q1991942)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Location-scale portfolio selection with factor-recentered skew normal asset returns |
scientific article; zbMATH DE number 6971142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Location-scale portfolio selection with factor-recentered skew normal asset returns |
scientific article; zbMATH DE number 6971142 |
Statements
Location-scale portfolio selection with factor-recentered skew normal asset returns (English)
0 references
2 November 2018
0 references
portfolio selection
0 references
skew normal
0 references
certainty equivalent
0 references
non-monotonicity
0 references
factor model
0 references
0 references
0 references
