✦ LIBER ✦

SKEWNESS, SKEWNESS PREFERENCE, AND OPTIMAL PORTFOLIOS

✍ Scribed by Robert V. Resek

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Risk aversion and skewness preference

✍ Thierry Post; Pim van Vliet; Haim Levy 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 205 KB

Skewness persistence with optimal portfo

✍ Qian Sun; Yuxing Yan 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 105 KB

A mean-absolute deviation-skewness portf

✍ Hiroshi Konno; Hiroshi Shirakawa; Hiroaki Yamazaki 📂 Article 📅 1993 🏛 Springer US 🌐 English ⚖ 739 KB

Optimal Hedging Ratio Model with Skewnes

✍ Long-bin ZHANG; Chun-feng WANG; Zhen-ming FANG 📂 Article 📅 2009 🏛 Elsevier ⚖ 114 KB

Optimal skewness in international econom

✍ Ragnar Frisch 📂 Article 📅 1964 🏛 Springer US 🌐 English ⚖ 535 KB

SKEWNESS AND PERMUTATION

✍ Mari Källersjö; James S. Farris; Arnold G. Kluge; Carol Bult 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 912 KB