Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments (Q2512336)
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scientific article; zbMATH DE number 6326778
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| English | Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments |
scientific article; zbMATH DE number 6326778 |
Statements
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments (English)
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7 August 2014
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portfolio selection
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robust portfolio
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higher moments
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mean-variance framework
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0.7916297912597656
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0.7909748554229736
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0.7903503775596619
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0.7857415080070496
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0.7778322696685791
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