SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE (Q4906535)
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scientific article; zbMATH DE number 6139588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE |
scientific article; zbMATH DE number 6139588 |
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SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE (English)
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28 February 2013
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skewness
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optimal portfolio allocation
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prospective satisficing measures
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beta
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