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Location-scale portfolio selection with factor-recentered skew normal asset returns. (2014). Gan, Quan.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:48:y:2014:i:c:p:176-187.

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  1. A closed-form mean–variance–skewness portfolio strategy. (2022). Zhen, Fang ; Chen, Jingnan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001957.

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  2. Unique closed-form solutions of portfolio selection subject to mean-skewness-normalization constraints. (2019). Lu, Xin ; Liu, Qiong ; Xue, Fengxin.
    In: Operations Research Perspectives.
    RePEc:eee:oprepe:v:6:y:2019:i:c:s2214716018301404.

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References

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