Pages that link to "Item:Q2512336"
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The following pages link to Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments (Q2512336):
Displaying 5 items.
- Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice (Q953646) (← links)
- (Q5506150) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
- A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures (Q6149571) (← links)