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نویسنده : Esmaeili، Bahman ؛ Souri، Ali ؛ Mirlohi، Sayyed Mojtaba ؛
مجله:Advances in Mathematical Finance and Applications»Spring 2021, Volume 6 - Issue 2 رتبه الف (وزارت علوم/ISC (20 صفحه - از 90 تا 109 )
کلیدواژه ها: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