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A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models

Fuente: arXiv

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Dettagli Bibliografici
Autore principale:	Sayit, Hasanjan
Natura:	Preprint
Pubblicazione:	2022
Soggetti:	Mathematical Finance 91-XX
Accesso online:	Acceder al recurso
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