求助IEEE论文一篇

【题 名】： Mean-variance-skewness-kurtosis-based portfolio optimization
【作 者】： KK Lai, L Yu…
【期刊、会议、单位名称】：
Computer and Computational          
  【年, 卷(期), 起止页码】：
【全文链接】：
Mean-variance-skewness-kurtosis-based portfolio optimization
[size=-1]KK Lai, L Yu… - Computer and Computational …, 2006 - ieeexplore.ieee.org
Mean-Variance-Skewness-Kurtosis-based Portfolio Optimization ... the dimensionality of PGP
portfolio selection — from mean-variance (-skewness) to mean-variance-skewness-kurtosis —
to ... PGP helps us provide guidance on optimal asset allocation decision, such as (1) which ...
被引用次数：18 - 相关文章 - 所有 3 个版本

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