A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS

A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS

KONNO, HIROSHI, YAMAMOTO, REI
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Volume:
8
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024905003116
Date:
June, 2005
File:
PDF, 214 KB
english, 2005
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