Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function.
Fiche du document
Auteurs
Date
2011
Type de document
Périmètre
Langue
Identifiants
- handle: 10670/1.b4tqzj
- hal: hal-00551848
- doi: 10.1016/j.ejor.2010.09.014
Relations
Ce document est lié à :
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.ejor.2010.09.014
Collection
Organisation
Sujets proches
Scrip Investment securities Securities law Capitalization (Finance) Blue sky laws Securities--Law and legislation Portfolio Underwriting Parliamentary government Representation Self-government Political representation Investing Investment management Portfolio Funds Funding Finance, commerce, confiscations, etcCiter ce document
K. Kerstens et al., « Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function. », HAL-SHS : économie et finance, ID : 10.1016/j.ejor.2010.09.014
