Portfolio separation properties of the skew-elliptical distributions, with generalizations
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References listed on IDEAS
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"Mutual Fund Separation in Financial Theory—The Separating Distributions,"
World Scientific Book Chapters,in: Theory Of Valuation, chapter 10, pages 309-356
World Scientific Publishing Co. Pte. Ltd..
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More about this item
KeywordsPortfolio separation; Mutual fund theorem; Stochastic dominance; Skew-elliptical distributions;
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