Portfolio selection with skewness: a comparison of methods and a generalized one fund result
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Publication:2355960
DOI10.1016/j.ejor.2013.04.021zbMath1317.91065OpenAlexW1990314599MaRDI QIDQ2355960
Ignace Van de Woestyne, Kristiaan Kerstens, Walter Briec
Publication date: 28 July 2015
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.04.021
Multi-objective and goal programming (90C29) Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)
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