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Tangency portfolio weights under a skew-normal model in small and large dimensions
Örebro University, Örebro University School of Business.ORCID iD: 0000-0002-1488-4703
Örebro University, Örebro University School of Business.ORCID iD: 0000-0002-1395-9427
Department of Mathematics, Stockholm University, Stockholm, Sweden.
2021 (English)Conference paper, Oral presentation only (Refereed)
Place, publisher, year, edition, pages
2021.
National Category
Probability Theory and Statistics Economics
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URN: urn:nbn:se:oru:diva-97564OAI: oai:DiVA.org:oru-97564DiVA, id: diva2:1638393
Conference
International Conference "Modern Stochastics: Theory and Applications V", Kyiv, Ukraine, June 1-4, 2021
Available from: 2022-02-16 Created: 2022-02-16 Last updated: 2022-10-27Bibliographically approved

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Javed, FarrukhMazur, Stepan

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