Pages that link to "Item:Q5462699"
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The following pages link to A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS (Q5462699):
Displaying 16 items.
- Feature subset selection for logistic regression via mixed integer optimization (Q301699) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- Construction of a portfolio with shorter downside tail and longer upside tail (Q535300) (← links)
- Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
- A polynomial optimization approach to constant rebalanced portfolio selection (Q694522) (← links)
- A mean-absolute deviation-skewness portfolio optimization model (Q1313156) (← links)
- Combined forecasts in portfolio optimization: a generalized approach (Q1762047) (← links)
- A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (Q2341246) (← links)
- Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
- Portfolio performance evaluation in a mean--variance--skewness framework (Q2432863) (← links)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
- A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION (Q3503130) (← links)
- A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market (Q3505796) (← links)
- A branch and bound algorithm for solving mean-risk-skewness portfolio models (Q4946710) (← links)
- Linearity properties of a three-moments portfolio model (Q5944944) (← links)
- A theoretical generalization of the Markowitz model incorporating skewness and kurtosis (Q6101079) (← links)
