Pages that link to "Item:Q2355960"

The following pages link to Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960):

Displaying 16 items.

• Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
• Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
• Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438) (← links)
• Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice (Q953646) (← links)
• Stochastic delayed kinetics of foraging colony system under non-Gaussian noise (Q1663912) (← links)
• Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
• Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm (Q1695045) (← links)
• The skewness for uncertain random variable and application to portfolio selection problem (Q2076451) (← links)
• Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (Q2125368) (← links)
• Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
• Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach (Q3116062) (← links)
• Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (Q5089923) (← links)
• (Q5506150) (← links)
• Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983) (← links)
• Goal programming with extended factors for portfolio selection (Q6088210) (← links)
• Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)