Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
Year of publication: |
2008-11-18
|
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Authors: | Kerstens, Kristiaan ; Mounier, Amine ; Van de Woestyne, Ignace |
Institutions: | Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel) |
Subject: | shortage function | efficient frontier | mean-variance-skewness efficiency |
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