Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960)

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Portfolio selection with skewness: a comparison of methods and a generalized one fund result
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    title
    Portfolio selection with skewness: a comparison of methods and a generalized one fund result (English)
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    author
    Walter Briec
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    Kristiaan Kerstens
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    Ignace Van de Woestyne
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    publication date
    28 July 2015
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    Mathematics Subject Classification ID
    91G10
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    90B50
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    90C29
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    zbMATH DE Number
    6466478
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    zbMATH Keywords
    shortage function
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    PGP
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    efficient frontier
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    mean-variance
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    mean-variance-skewness
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    OpenAlex ID
    W1990314599
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    cites work
    Q4902563
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    Q4457756
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    Q3639853
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    Q5692467
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    Q3815146
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