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Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns.

Nicola LoperfidoTomer Shushi
Published in: J. Optim. Theory Appl. (2023)
Keyphrases
  • optimal portfolio
  • portfolio selection
  • asset allocation
  • expected utility
  • distributed systems
  • cooperative
  • multi agent
  • genetic algorithm
  • decision support system
  • markov chain