مرکز منطقه ای اطلاع رساني علوم و فناوري - Skewness persistence with optimal portfolio selection

Title of article :

Skewness persistence with optimal portfolio selection

Author/Authors :

Qian Sun، نويسنده , , Yuxing Yan، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

1111

To page :

1121

Keywords :

Mean–variance–skewness efficient portfolios , Skewness persistence , Re-balance , Bootstrapmethod , Polynomial goal programming

Journal title :

Journal of Banking and Finance

Serial Year :

2003

Journal title :

Journal of Banking and Finance

Record number :

193492

Link To Document :