A mean-absolute deviation-skewness portfolio optimization model (Q1313156): Difference between revisions
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| Property / cites work: PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION / rank | |||
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| 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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Revision as of 11:34, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-absolute deviation-skewness portfolio optimization model |
scientific article |
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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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