A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market (Q3505796)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market
scientific article

    Statements

    A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market (English)
    0 references
    0 references
    11 June 2008
    0 references

    Identifiers