Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
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Publication:631103
DOI10.1016/j.ejor.2010.09.014zbMath1207.91070OpenAlexW2138206909MaRDI QIDQ631103
Ignace Van de Woestyne, Amine Mounir, Kristiaan Kerstens
Publication date: 22 March 2011
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.09.014
Numerical methods (including Monte Carlo methods) (91G60) Applications of mathematical programming (90C90) Portfolio theory (91G10)
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Uses Software
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