Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice
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Publication:953646
DOI10.1016/S0165-1889(02)00084-2zbMath1200.91278OpenAlexW2095099016MaRDI QIDQ953646
Gustavo M. De Athayde, Renato G. jun. Flôres
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(02)00084-2
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