Briec, Walter; Kerstens, Kristiaan; Van de Woestyne, Ignace - Faculteit Economie en Bedrijfswetenschappen, … - 2011
The main aim of this contribution is to compare existing and newly developed techniques for geometrically representing mean-variance-skewness portfolio frontiers based on the rather widely adapted methodology of polynomial goal programming (PGP) on the one hand and the more recent approach based...