[文献] Mean-variance-skewness portfolio performance gauging: a general shortage functio [推广有奖]

0关注
1粉丝

已卖：1份资源

讲师

99%

还不是VIP/贵宾

威望: 0 级
论坛币: 164 个
通用积分: 0.0024
学术水平: 34 点
热心指数: 36 点
信用等级: 10 点
经验: 11075 点
帖子: 529
精华: 0
在线时间: 499 小时
注册时间: 2010-6-4
最后登录: 2016-11-28

楼主

马甲甲 发表于 2016-8-19 14:14:23 |AI写论文

1论坛币

【作者(必填)】

【文题(必填)】

【年份(必填)】

【全文链接或数据库名称(选填)】Mean-variance-skewness portfolio performance gauging: a general shortage function and dual approachW Briec, K Kerstens, O Jokung - Management science, 2007 - pubsonline.informs.org
This paper proposes a nonparametric efficiency measurement approach for the static
portfolio selection problem in mean-variance-skewness space. A shortage function is
defined that looks for possible increases in return and skewness and decreases in ...
Cited by 126 Related articles Web of Science: 47 Cite Save