Finding a maximum skewness portfolio—a general solution to three-moments portfolio choice
Gustavo M. de Athayde, Renato G. Flôres Jr.Volume:
28
Year:
2004
Language:
english
Pages:
18
DOI:
10.1016/s0165-1889(02)00084-2
File:
PDF, 382 KB
english, 2004