Portfolio performance evaluation in a mean--variance--skewness framework (Q2432863)
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scientific article; zbMATH DE number 5067626
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| English | Portfolio performance evaluation in a mean--variance--skewness framework |
scientific article; zbMATH DE number 5067626 |
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Portfolio performance evaluation in a mean--variance--skewness framework (English)
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25 October 2006
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CAPM
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data envelopment analysis
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efficient frontier
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mutual funds
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skewness
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portfolio performance
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0.8585322499275208
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0.801189661026001
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0.7916468381881714
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0.7909159660339355
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0.7846639752388
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