Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach (Q3116062): Difference between revisions
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Revision as of 09:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach |
scientific article |
Statements
Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach (English)
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21 February 2012
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shortage function
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efficient frontier
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mean-variance-skewness portfolios
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