Analytic solution to the portfolio optimization problem in a mean-variance-skewness model
Zinoviy Landsman, Udi Makov and Tomer Shushi
| Year of publication: |
2020
|
|---|---|
| Authors: | Landsman, Zinoviy ; Makov, Udi ; Shushi, Tomer |
| Subject: | Allocation rules | optimal portfolio selection | skew-elliptical distributions | skew-normal distributions | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2019.1618363 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207192