Finding a maximum skewness portfolio - a general solution to three-moments portfolio choice
Year of publication: |
2004
|
---|---|
Authors: | Athayde, Gustavo M. de ; Flôres Jr., Renato G. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2004, 7, p. 1335-1352
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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