Title of article :
Finding a maximum skewness portfolio—a general solution to three-moments portfolio choice
Author/Authors :
Gustavo M. de Athayde، نويسنده , , Renato G. Flores Jr.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
18
From page :
1335
To page :
1352
Keywords :
Portfolio choice , skewness , Duality , Higher moments , E3cient set
Journal title :
Journal of Economic Dynamics and Control
Serial Year :
2004
Journal title :
Journal of Economic Dynamics and Control
Record number :
238696
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=238696
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