Analytic solution to the portfolio optimization problem in a mean-variance-skewness model
Landsman, Zinoviy, Makov, Udi, Shushi, TomerLanguage:
english
Journal:
The European Journal of Finance
DOI:
10.1080/1351847X.2019.1618363
Date:
May, 2019
File:
PDF, 1.28 MB
english, 2019