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Optimal Portfolio Allocation Under Higher Moments. (2004). Rockinger, Michael ; Jondeau, Eric.
In: Working papers.
RePEc:bfr:banfra:108.

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  1. Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy. (2019). Perera, Sandun ; Buckley, Winston.
    In: Annals of Finance.
    RePEc:kap:annfin:v:15:y:2019:i:3:d:10.1007_s10436-018-0335-2.

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  2. Ex Post Portfolio Performance with Predictable Skewness and Kurtosis. (2010). Nicodano, Giovanna ; Guidolin, Massimo.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:191.

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  3. La gestion stratégique d’actifs d’un fonds de réserve face au risque financier. (2008). Legros, Florence ; Hamayon, Stephane .
    In: Revue d'Économie Financière.
    RePEc:prs:recofi:ecofi_0987-3368_2008_hos_7_1_5208.

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  4. Evaluation of the performance and of the integration of the euro zone stock market: which are the right moments?. (2008). Berdot, Jean-Pierre .
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2008:v:1:p:29-41.

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  5. Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion?. (2005). Rockinger, Michael ; Jondeau, Eric.
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp132.

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