A mean-variance-skewness model : algorithm and applications
Hiroshi Konno; Rei Yamamoto
| Year of publication: |
2005
|
|---|---|
| Authors: | Konno, Hiroshi ; Yamamoto, Rei |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 4, p. 409-423
|
| Subject: | Theorie | Theory | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002980613