Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process 期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process

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收稿时间：	2021-08-28
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