Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach

✍ Scribed by Briec, Walter; Kerstens, Kristiaan; Jokung, Octave

• Book ID: 120405987
• Publisher: INFORMS
• Year: 2007
• Tongue: English
• Weight: 175 KB
• Volume: 53
• Category: Article
• ISSN: 0025-1909
• DOI: 10.1287/mnsc.1060.0596