Portfolio selection and skewness: Evidence from international stock markets P Ch

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【全文链接或数据库名称(选填)】Portfolio selection and skewness: Evidence from international stock marketsP Chunhachinda, K Dandapani, S Hamid… - Journal of Banking & …, 1997 - Elsevier
This paper finds that the returns of the world's 14 major stock markets are not normally
distributed, and that the correlation matrix of these stock markets was stable during the
January 1988–December 1993 time period. Polynomial goal programming, in which ...
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