A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS (Q5462699)
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scientific article; zbMATH DE number 2190895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS |
scientific article; zbMATH DE number 2190895 |
Statements
A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS (English)
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3 August 2005
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Portfolio optimization
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third order moment
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mean-variance-skewness
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efficient frontier
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nonconvex minimization
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integer programming
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