Keywords: Shortage function
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Journal Articles
International Journal of Islamic and Middle Eastern Finance and Management (2021) 14 (4): 753–766.
Published: 26 February 2021
... with the shortage function as a measure of performance. The model uses three specifications considering skewness and kurtosis that describe according to expected utility theory, prudence and temperance. Findings Results show that first, efficient portfolios consist mainly of conventional stocks in the three...

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