A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL (Q4860011): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.15807/jorsj.38.173 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2029239567 / rank | |||
Normal rank |
Latest revision as of 03:22, 20 March 2024
scientific article; zbMATH DE number 833478
Language | Label | Description | Also known as |
---|---|---|---|
English | A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL |
scientific article; zbMATH DE number 833478 |
Statements
A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL (English)
0 references
7 February 1996
0 references
portfolio optimization
0 references
mean-variance model
0 references
skewness of the rate of return
0 references