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- W972254501 abstract "The well-known mean-variance model, see Markowitz (1952), despite its popularity and simplicity, is not able to capture the stylized facts of asset returns such as asymmetry and fat tails, which have an impact on portfolio selection, particularly when hedge funds are included." @default.
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- W972254501 date "2013-01-01" @default.
- W972254501 modified "2023-09-23" @default.
- W972254501 title "Hedge Fund Portfolio Allocation with Higher Moments and MVG Models" @default.
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- W972254501 doi "https://doi.org/10.1057/9781137025098_14" @default.
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