Mean-variance-skewness portfolio performance gauging: A general shortage function and dual approach.
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Date
2007
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- handle: 10670/1.9v72yx
- hal: hal-00211572
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Scrip Investment securities Securities law Capitalization (Finance) Blue sky laws Securities--Law and legislation Portfolio Underwriting Competence Investing Investment management Portfolio Gauging Funds Funding Finance, commerce, confiscations, etcCiter ce document
W. Briec et al., « Mean-variance-skewness portfolio performance gauging: A general shortage function and dual approach. », HAL-SHS : économie et finance, ID : 10670/1.9v72yx
