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Q5506150 - MaRDI portal

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scientific article; zbMATH DE number 5499149
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English
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scientific article; zbMATH DE number 5499149

    Statements

    author
    Massimo Di Pierro
    0 references
    Jack W. Mosevich
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    publication date
    28 January 2009
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    zbMATH Keywords
    portfolio ranking
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    skewness
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    kurtosis
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    Omega
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    non-Gaussian distributions
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    Identifiers

    zbMATH DE Number
    5499149
    0 references
     
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