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Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function - MaRDI portal

Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103)

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scientific article; zbMATH DE number 5869161
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English
Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
scientific article; zbMATH DE number 5869161

    Statements

    Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (English)
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    22 March 2011
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    shortage function
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    efficient frontier
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    mean-variance-skewness efficiency
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