A mean-absolute deviation-skewness portfolio optimization model (Q1313156): Difference between revisions
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| Property / Wikidata QID: Q93676282 / rank | |||
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| Property / cites work | |||
| Property / cites work: PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION / rank | |||
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| Property / cites work | |||
| Property / cites work: A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES / rank | |||
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| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
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| Property / cites work: Large-Scale Portfolio Optimization / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/bf02282050 / rank | |||
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| Property / OpenAlex ID: W1974288696 / rank | |||
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Latest revision as of 10:00, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-absolute deviation-skewness portfolio optimization model |
scientific article |
Statements
A mean-absolute deviation-skewness portfolio optimization model (English)
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26 January 1994
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mean-variance
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large third moment
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