Modeling skewness in portfolio choice
Year of publication: |
2023
|
---|---|
Authors: | Trung Hai Le ; Kourtis, Apostolos ; Markellos, Raphaēl N. |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 6, p. 734-770
|
Subject: | portfolio choice | skewness modeling | skewness risk premium | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
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