Efficient skewness/semivariance portfolios
Rui Pedro Brito, Hélder Sebastião, Pedro Godinho
| Year of publication: |
September 2016
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|---|---|
| Authors: | Brito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro Manuel Cortesão |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 17.2016, 5, p. 331-346
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| Subject: | portfolio selection | semivariance | skewness | mulitobjectve optimisation | derivative-free optimisation | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/jam.2016.9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634675