Title of article :
Portfolio performance evaluation in a mean–variance–skewness framework
Author/Authors :
Tarja Joro، نويسنده , , Paul Na، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
16
From page :
446
To page :
461
Keywords :
skewness , Portfolio performance , CAPM , Data envelopment analysis , Efficient frontier , Mutual funds
Journal title :
European Journal of Operational Research
Serial Year :
2006
Journal title :
European Journal of Operational Research
Record number :
216234
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=216234
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