Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach (Q3116062)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach |
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)
0 references
21 February 2012
0 references
shortage function
0 references
efficient frontier
0 references
mean-variance-skewness portfolios
0 references
