Finding a maximum skewness portfolio--a general solution to three-moments portfolio choice
| Year of publication: |
2004
|
|---|---|
| Authors: | Athayde, Gustavo M. de ; Flores, Renato Jr. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 28.2004, 7, p. 1335-1352
|
| Publisher: |
Elsevier |