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High Order Portfolio Optimization Problem with Transaction Costs

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Figure

Figure 1. Scatter plot of mean and third-order standard central moment.
Table 2. Mean, Variance, Third-order standard center moment, Excess kurtosis, Skewness, Kurtosis, Jarque-Bera statistic for each stock
Figure 3. Relationship between skewness and kurtosis.
Figure 4. Relationship between variance and kurtosis.
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