Mean–Variance–Skewness–Kurtosis Approach to Portfolio Optimization: An Application in Istanbul Stock Exchange
Year of publication: |
2011
|
---|---|
Authors: | ARACIOGLU, Burcu ; DEMIRCAN, Fatma ; UCAK, Harun |
Published in: |
Ege Academic Review. - İktisadi ve İdari Bilimler Fakültesi. - Vol. 11.2011, Special Issue, p. 9-17
|
Publisher: |
İktisadi ve İdari Bilimler Fakültesi |
Subject: | Portfolio optimization | mean-variance-skewness-kurtosis approach | Istanbul stock exchange (ISE) 30 |
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