A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL (Q4860011)
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scientific article; zbMATH DE number 833478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL |
scientific article; zbMATH DE number 833478 |
Statements
A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL (English)
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7 February 1996
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portfolio optimization
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mean-variance model
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skewness of the rate of return
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