Modeling skewness in portfolio choice
Year of publication: |
2023
|
---|---|
Authors: | Trung Hai Le ; Kourtis, Apostolos ; Markellos, Raphaēl N. |
Subject: | portfolio choice | skewness modeling | skewness risk premium | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance | Statistische Verteilung | Statistical distribution |
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