Title of article
Finding a maximum skewness portfolio—a general solution to three-moments portfolio choice
Author/Authors
Gustavo M. de Athayde، نويسنده , , Renato G. Flores Jr.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
18
From page
1335
To page
1352
Keywords
Portfolio choice , skewness , Duality , Higher moments , E3cient set
Journal title
Journal of Economic Dynamics and Control
Serial Year
2004
Journal title
Journal of Economic Dynamics and Control
Record number
238696
Link To Document