Aggregation of preferences for skewed asset returns (Q472212)
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: Aggregation of preferences for skewed asset returns |
scientific article; zbMATH DE number 6370838
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation of preferences for skewed asset returns |
scientific article; zbMATH DE number 6370838 |
Statements
Aggregation of preferences for skewed asset returns (English)
0 references
19 November 2014
0 references
skewness
0 references
portfolio
0 references
aggregation
0 references
stochastic discount factor
0 references
polynomials of pricing factors
0 references
market return
0 references
0 references
0 references