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Hendrik Kohrs
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Multistage Stochastic
Stock Price
Portfolio Selection
Transaction Costs
Top Venues
Manag. Sci.
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Publications
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Frank Schuhmacher
,
Hendrik Kohrs
,
Benjamin R. Auer
Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed.
Manag. Sci.
67 (12) (2021)