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Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks.

Ludwig EnsthalerOlga NottmeyerGeorg WeizsäckerChristian Zankiewicz
Published in: Manag. Sci. (2018)
Keyphrases
  • uniformly distributed
  • standard deviation
  • computer vision
  • data mining
  • information retrieval
  • three dimensional
  • data structure
  • learning environment
  • evolutionary algorithm
  • portfolio selection
  • random number