Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438)
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scientific article; zbMATH DE number 5971806
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio separation properties of the skew-elliptical distributions, with generalizations |
scientific article; zbMATH DE number 5971806 |
Statements
Portfolio separation properties of the skew-elliptical distributions, with generalizations (English)
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15 November 2011
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portfolio separation
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mutual fund theorem
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stochastic dominance
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skew-elliptical distributions
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