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

Subject Areas : Financial and Economic Modelling

Bahman Esmaeili ¹ , Ali Souri ² , Sayyed Mojtaba Mirlohi ³

1 - Department of Finance, Accounting and Management Faculty of Tehran University, Tehran, Iran
2 - Economy Faculty of Tehran University, Tehran, Iran
3 - Management Faculty of Shahrood University of Technology, Shahrood, Iran

Received: 2020-09-16 Accepted : 2020-11-18 Published : 2021-04-01

Keywords:

References:

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