A mean-absolute deviation-skewness portfolio optimization model (Q1313156)

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A mean-absolute deviation-skewness portfolio optimization model
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    Statements

    title
    A mean-absolute deviation-skewness portfolio optimization model (English)
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    author
    Hiroshi Konno
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    Hiroshi Shirakawa
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    Hiroaki Yamazaki
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    publication date
    26 January 1994
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    zbMATH Keywords
    mean-variance
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    large third moment
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    Identifiers

    DOI
    10.1007/BF02282050
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    Mathematics Subject Classification ID
    91G10
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    90C90
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    90C05
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    zbMATH DE Number
    490521
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