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Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
Kerstens, Kristiaan; Mounir, Amine; Van de Woestyne, Ignace - In: European journal of operational research : EJOR 210 (2011) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10008826761
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Portfolio selection with skewness : a comparison of methods and a generalized one fund result
Briec, Walter; Kerstens, Kristiaan; Van de Woestyne, Ignace - In: European journal of operational research : EJOR 230 (2013) 2, pp. 412-421
Persistent link: https://www.econbiz.de/10009771824
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Frontier-based vs. traditional mutual fund ratings : a first backtesting analysis
Brandouy, Olivier; Kerstens, Kristiaan; Van de … - In: European journal of operational research : EJOR 242 (2015) 1, pp. 332-342
Persistent link: https://www.econbiz.de/10010488000