Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice (Q953646): Difference between revisions
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Latest revision as of 09:23, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice |
scientific article |
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Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice (English)
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6 November 2008
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duality
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efficient set
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higher moments
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portfolio choice
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skewness
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