COMMENT ON “SKEWNESS‐AWARE ASSET ALLOCATION”

DOI10.1111/MAFI.12040zbMath1287.91130OpenAlexW1957377212MaRDI QIDQ5416707

Kwangil Bae

Publication date: 14 May 2014

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/mafi.12040

zbMATH Keywords

skewnessinconsistencyoptimal portfolio allocation

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Coherent Measures of Risk
• Rare Disasters and Asset Markets in the Twentieth Century*
• SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE

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