Pages that link to "Item:Q3505796"
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The following pages link to A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market (Q3505796):
Displaying 8 items.
- Mean-VaR portfolio selection under real constraints (Q625636) (← links)
- Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
- Global optimization of higher order moments in portfolio selection (Q1029685) (← links)
- A mean-absolute deviation-skewness portfolio optimization model (Q1313156) (← links)
- Combined forecasts in portfolio optimization: a generalized approach (Q1762047) (← links)
- A branch and bound algorithm for solving mean-risk-skewness portfolio models (Q4946710) (← links)
- A theoretical generalization of the Markowitz model incorporating skewness and kurtosis (Q6101079) (← links)
- Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)