Search Results - subject:"Mean–variance–skewness model"

Chen, J. J.; Wu, Qing-Hua; Zhang, L. L.; Wu, P. Z. - In: European journal of operational research : EJOR 263 (2017) 2, pp. 719-732

Persistent link: https://www.econbiz.de/10011794023

Barak, Sasan; Abessi, Masoud; Modarres, Mohammad - In: European Journal of Operational Research 228 (2013) 1, pp. 141-147

portfolio return. In fact, we propose a fuzzy portfolio mean–variance–skewness model with cardinality constraint which combines …

Persistent link: https://www.econbiz.de/10010662515

Gotoh, Jun-ya; Konno, Hiroshi - In: Management Science 46 (2000) 2, pp. 289-301

prove that the portfolios generated by mean-variance-skewness model are semi-efficient in the sense of third degree …

Persistent link: https://www.econbiz.de/10009191122