Kerstens, Kristiaan; Mounir, Amine; Mounir, Amine; … - IÉSEG School of Management, Université Catholique de Lille - 2008
The literature suggests that investors prefer portfolios based on mean, variance and skewness rather than portfolios based on mean-variance (MV) criteria solely. Furthermore, a small variety of methods have been proposed to determine mean-variance-skewness (MVS) optimal portfolios. Recently, the...