Finding a maximum skewness portfolio-a general solution to three-moments portfolio choice

Author: de Athayde G.M.   Flores R.G.  

Publisher: Elsevier

ISSN: 0165-1889

Source: Journal of Economic Dynamics and Control, Vol.28, Iss.7, 2004-04, pp. : 1335-1352

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next