Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice (Q953646): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:44, 30 January 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 |
Statements
Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice (English)
0 references
6 November 2008
0 references
duality
0 references
efficient set
0 references
higher moments
0 references
portfolio choice
0 references
skewness
0 references
