Portfolio performance evaluation in a mean--variance--skewness framework
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Publication:2432863
DOI10.1016/j.ejor.2005.05.006zbMath1137.91453OpenAlexW2005303724MaRDI QIDQ2432863
Publication date: 25 October 2006
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2005.05.006
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Uses Software
Cites Work
- Measuring the efficiency of decision making units
- Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
- Prospect Theory: An Analysis of Decision under Risk
- The Efficiency Analysis of Choices Involving Risk
- A data envelopment analysis approach to measure the mutual fund performance
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