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Portfolio selection
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skewness
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The journal of asset management
IMF Working Papers
61
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25
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19
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17
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15
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1
Better portfolios with higher moments
Wilcox, Jarrod
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 569-580
Persistent link: https://www.econbiz.de/10012421067
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2
The mispricing of equity risk : behavioral and corporate leverage factors
Ben Aissia, Dorsaf
- In:
The journal of asset management
18
(
2017
)
6
,
pp. 421-432
Persistent link: https://www.econbiz.de/10011844385
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3
Efficient
skewness
/semivariance portfolios
Brito, Rui Pedro
;
Sebastião, Hélder
;
Godinho, Pedro …
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 331-346
Persistent link: https://www.econbiz.de/10011634675
Saved in:
4
Option spread trades : returns on directional and volatility trades
McKeon, Ryan
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 422-433
Persistent link: https://www.econbiz.de/10011666251
Saved in:
5
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
Saved in:
6
The anatomy of portfolio
skewness
and kurtosis
Hall, Anthony D.
;
Satchell, Stephen
- In:
The journal of asset management
14
(
2013
)
4
,
pp. 228-235
Persistent link: https://www.econbiz.de/10010237899
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