Pages that link to "Item:Q953646"

The following pages link to Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice (Q953646):

Displaying 31 items.

• An efficient DC programming approach for portfolio decision with higher moments (Q409263) (← links)
• Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
• Higher-order comoments and asset returns: evidence from emerging equity markets (Q829162) (← links)
• A numerical evaluation of meta-heuristic techniques in portfolio optimisation (Q839988) (← links)
• Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
• The effect of prudence on the optimal allocation in possibilistic and mixed models (Q1634394) (← links)
• Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm (Q1695045) (← links)
• Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection (Q1979975) (← links)
• Location-scale portfolio selection with factor-recentered skew normal asset returns (Q1991942) (← links)
• Expected utility operators and coinsurance problem (Q2156948) (← links)
• Gainers and losers with higher order portfolio risk optimization (Q2165668) (← links)
• Stochastic dominance tests (Q2177995) (← links)
• Influence of non-Gaussian noise on the coherent feed-forward loop with time delay (Q2213479) (← links)
• Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
• Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
• 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
• Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
• Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
• Portfolio selection with higher moments (Q3568905) (← links)
• The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
• Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
• m-Double Poisson Lévy markets (Q5139259) (← links)
• THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)
• Right tail information and asset pricing (Q5861056) (← links)
• Portfolio management with higher moments: the cardinality impact (Q6066673) (← links)
• Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
• First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
• Portfolio selection: a target-distribution approach (Q6113329) (← links)
• Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)
• Moment Component Analysis: An Illustration With International Stock Markets (Q6623210) (← links)
• Stochastic Spanning (Q6634889) (← links)