Portfolio performance evaluation in a mean--variance--skewness framework (Q2432863)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Portfolio performance evaluation in a mean--variance--skewness framework |
scientific article |
Statements
Portfolio performance evaluation in a mean--variance--skewness framework (English)
0 references
25 October 2006
0 references
CAPM
0 references
data envelopment analysis
0 references
efficient frontier
0 references
mutual funds
0 references
skewness
0 references
portfolio performance
0 references