Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach
Published Online:1 Jan 2007https://doi.org/10.1287/mnsc.1060.0596
Supplemental Material
mnsc.1060.0596-sm-ec.pdf (69 KB)
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Volume 53, Issue 1
January 2007
Pages iv-168
Article Information
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- Received:February 20, 2004
- Published Online:January 01, 2007
Copyright © 2007, INFORMS
Cite as
Walter Briec, Kristiaan Kerstens, Octave Jokung, (2007) Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach. Management Science 53(1):135-149.
https://doi.org/10.1287/mnsc.1060.0596
Keywords
