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Original Articles

Diversification across mutual funds in a three-moment world

Pages 243-245 | Published online: 07 Oct 2010

References

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  • Simkowitz , M. A. and Beedles , W. L. 1978 . Diversification in a three-moment world . Journal of Financial and Quantitative Analysis , 13 : 927 – 941 .
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  • Singleton , J. C. and Wingender , J. 1986 . Skewness persistence in common stock returns . Journal of Financial and Quantitative Analysis , 21 : 335 – 341 .
  • Wiesenberger , A. 1979–1990 . Investment Companies , New York : Arthur Wiesenberger & Company .

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