مرکز منطقه ای اطلاع رساني علوم و فناوري - Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets

Title of article :

Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets

Author/Authors :

Arun J. Prakash، نويسنده , , Chun-Hao Chang، نويسنده , , Therese E. Pactwa، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

1375

To page :

1390

Keywords :

International portfolio diversification , Polynomial goalprogramming , skewness , Multi-objective portfolio selection

Journal title :

Journal of Banking and Finance

Serial Year :

2003

Journal title :

Journal of Banking and Finance

Record number :

193504

Link To Document :