Pages that link to "Item:Q2355960"
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The following pages link to Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960):
Displayed 7 items.
- Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
- Stochastic delayed kinetics of foraging colony system under non-Gaussian noise (Q1663912) (← links)
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm (Q1695045) (← links)
- The skewness for uncertain random variable and application to portfolio selection problem (Q2076451) (← links)
- Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
- Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (Q5089923) (← links)