Unique closed-form solutions of portfolio selection subject to mean-skewness-normalization constraints
نویسندگان
چکیده
منابع مشابه
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Article history: Received 21 August 2008 Accepted 4 May 2009 Available online 15 May 2009
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ژورنال
عنوان ژورنال: Operations Research Perspectives
سال: 2019
ISSN: 2214-7160
DOI: 10.1016/j.orp.2018.100094