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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Economics letters"
~person:"Cheridito, Patrick"
~type_genre:"Article in journal"
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Anlageverhalten
Portfolio-Management
Analysis of variance
1
Higher moments
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Mean-variance framework
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Method of moments
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Momentenmethode
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Portfolio selection
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Cheridito, Patrick
Park, Seyoung
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Pierucci, E.
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Economics letters
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Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang
;
Fabozzi, Frank J.
;
Cheridito, Patrick
; …
- In:
Economics letters
122
(
2014
)
2
,
pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
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