A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market
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Publication:3505796
DOI10.1057/palgrave.jors.2602168zbMath1210.91124OpenAlexW2023483970MaRDI QIDQ3505796
Publication date: 11 June 2008
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/palgrave.jors.2602168
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