COMMENT ON “SKEWNESS‐AWARE ASSET ALLOCATION” (Q5416707)
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scientific article; zbMATH DE number 6295269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMMENT ON “SKEWNESS‐AWARE ASSET ALLOCATION” |
scientific article; zbMATH DE number 6295269 |
Statements
COMMENT ON “SKEWNESS‐AWARE ASSET ALLOCATION” (English)
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14 May 2014
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skewness
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inconsistency
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optimal portfolio allocation
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