Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
Kristiaan Kerstens; Amine Mounir
| Year of publication: |
2011
|
|---|---|
| Authors: | Kerstens, Kristiaan ; Mounir, Amine ; Van de Woestyne, Ignace |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 210.2011, 1 (1.4.), p. 81-94
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10008826761