Portfolio selection in multidimensional general and partial moment space
From MaRDI portal
Publication:964574
DOI10.1016/j.jedc.2009.11.001zbMath1202.91293MaRDI QIDQ964574
Kristiaan Kerstens, Walter Briec
Publication date: 22 April 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2009.11.001
Related Items
Multicriteria decision systems for financial problems, Data envelopment analysis models of investment funds, Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
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