Portfolio selection with a systematic skewness constraint
Year of publication: |
July 2016
|
---|---|
Authors: | Jiang, Chonghui ; Ma, Yongkai ; An, Yunbi |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 37.2016, p. 393-405
|
Subject: | Portfolio selection | Mean-variance model | Systematic skewness | Theorie | Theory | Portfolio-Management | CAPM |
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