Portfolio performance evaluation in a mean--variance--skewness framework (Q2432863): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio performance evaluation in a mean--variance--skewness framework |
scientific article |
Statements
Portfolio performance evaluation in a mean--variance--skewness framework (English)
0 references
25 October 2006
0 references
CAPM
0 references
data envelopment analysis
0 references
efficient frontier
0 references
mutual funds
0 references
skewness
0 references
portfolio performance
0 references
