keyword Capital Asset Pricing Model Independent and Identically Asymmetric Power Distribution / (1 Article)
- Sort by
- Date
-
1.
Writer : Esmaeili، Bahman ؛ Souri، Ali ؛ Mirlohi، Sayyed Mojtaba ؛
Journal:Advances in Mathematical Finance and Applications»Spring 2021, Volume 6 - Issue 2 Ranking: الف/ISC (20 page(s) - From 90 to 109 )
Keywords:portfolio optimizationCapital Asset Pricing Model Independent and Identically Asymmetric Power DistributionCapital Asset Pricing Model Asymmetric Independent Exponential Power Distribution with two tail parametersHigher momentsAdjusted-Sharp ratio
| Journal (Article count) |
|---|
| Journal Advances in Mathematical Finance and Applications 1 |
Related keywords
Adjusted-Sharp ratioCapital Asset Pricing Model Asymmetric Independent Exponential Power Distribution with two tail parametersHigher momentsportfolio optimization
Article publication trend
Scientific rank
- الف (1 Article)