Aggregation of preferences for skewed asset returns (Q472212)

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scientific article; zbMATH DE number 6370838
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English
Aggregation of preferences for skewed asset returns
scientific article; zbMATH DE number 6370838

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    Aggregation of preferences for skewed asset returns (English)
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    19 November 2014
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    skewness
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    portfolio
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    aggregation
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    stochastic discount factor
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    polynomials of pricing factors
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    market return
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