Brandouy, Olivier; Briec, Walter; Kerstens, Kristiaan; … - IÉSEG School of Management, Université Catholique de Lille - 2008
estimates the changes in the relative positions of portfolios with respect to the traditional Markowitz mean-variance efficient … mean-variance and higher moment (in casu, mean-variance-skewness) frontiers, this methodology allows to neatly separate …