A mean-variance-approximate skewness portfolio model and empirical analysis (Q3014543)
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scientific article; zbMATH DE number 5926310
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| English | A mean-variance-approximate skewness portfolio model and empirical analysis |
scientific article; zbMATH DE number 5926310 |
Statements
19 July 2011
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financial optimization
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asymmetry distribution
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approximate skewness
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empirical analysis
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0.8641340136528015
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0.8529599905014038
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0.8500404953956604
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0.8451904654502869
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0.8432305455207825
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