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
11
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