Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach
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Publication:3116062
DOI10.1287/mnsc.1060.0596zbMath1232.91609OpenAlexW2172074964MaRDI QIDQ3116062
Kristiaan Kerstens, Octave Jokung, Walter Briec
Publication date: 21 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.1060.0596
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