Improving skewness of mean-variance portfolios
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20100025819 | ||
| 003 | MAP | ||
| 005 | 20101122111853.0 | ||
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| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a1 | ||
| 100 | $0MAPA20100023204$aZuluaga, Luis F. | ||
| 245 | 0 | 0 | $aImproving skewness of mean-variance portfolios$cLuis F. Zuluaga and Samuel H. Cox |
| 700 | 1 | $0MAPA20080095376$aCox, Samuel H. | |
| 773 | 0 | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g01/04/2010 Tomo 14 Número 1 - 2010 | |
| 856 | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |