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A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution |
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| Authors: | Shangmei Zhao Qing Lu Liyan Han Yong Liu Fei Hu |
| Institution: | 1. School of Economics and Management, Beihang University, Beijing, 100191, China 2. Zhongguancun Development Group, Beijing, China |
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