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  Higher moments portfolio Optimization with unequal weights based on Generalized Capital Asset pricing model with independent and identically asymmetric Power Distribution

  نویسنده : Esmaeili، Bahman ؛ Souri، Ali ؛ Mirlohi، Sayyed Mojtaba ؛

  مجله:Advances in Mathematical Finance and Applications»Spring 2021, Volume 6 - Issue 2 ، الف (وزارت علوم/ISC (‎20 صفحه - از 90 تا 109 )

  کلیدواژه ها:portfolio optimizationCapital Asset Pricing Model Independent and Identically Asymmetric Power DistributionCapital Asset Pricing Model Asymmetric Independent Exponential Power Distribution with two tail parametersHigher momentsAdjusted-Sharp ratio

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