Pages that link to "Item:Q6101079"
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The following pages link to A theoretical generalization of the Markowitz model incorporating skewness and kurtosis (Q6101079):
Displaying 5 items.
- Portfolio optimization with serially correlated, skewed and fat tailed index returns (Q300967) (← links)
- A globally convergent method for solving a quartic generalized Markowitz portfolio problem (Q2143112) (← links)
- Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments (Q2512336) (← links)
- Capital asset pricing model when data is skewed (Q2767502) (← links)
- COMMENT ON “SKEWNESS‐AWARE ASSET ALLOCATION” (Q5416707) (← links)