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Portfolio Selection with Skew Normal Asset Returns Quan Gan Discipline of Finance, University of Sydney

Portfolio Selection with Skew Normal Asset Returns Quan Gan Discipline of Finance, University of Sydney. Apologies. Due to the expended scope of my paper. I change the title of the paper. The previous title was: Performance of Equity REITs: Does a Skew Factor Matter?. BUSINESS SCHOOL.

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Portfolio Selection with Skew Normal Asset Returns Quan Gan Discipline of Finance, University of Sydney