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Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns.

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Bibliographic Details
Title: Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns.
Authors: Loperfido, Nicola1, Shushi, Tomer2, tomershu@bgu.ac.il
Source: Journal of Optimization Theory & Applications; Oct2023, Vol. 199 Issue 1, p143-166, 24p
Database: Applied Science & Technology Source
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