Portfolio Selection with a Systematic Skewness Constraint
Year of publication: |
2013
|
---|---|
Authors: | Jiang, Chonghui |
Other Persons: | Ma, Yongkai (contributor) ; An, Yunbi (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 11, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2249530 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Occupational choice and the private equity premium puzzle
Hintermaier, Thomas, (2002)
-
Illusion of expertise in portfolio decisions : an experimental approach
Fellner, Gerlinde, (2001)
-
Sampling methods for investment portfolio formulation procedure at increased market volatility
Dzicher, Mateusz, (2021)
- More ...
-
Pricing of principal-protected funds in China : are the guarantee fees too high?
Jiang, Chonghui, (2009)
-
An analysis of portfolio selection with background risk
Jiang, Chonghui, (2010)
-
The effectiveness of the VaR-based portfolio insurance strategy: an empirical analysis
Jiang, Chonghui, (2009)
- More ...