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Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach.

Walter BriecKristiaan KerstensOctave Jokung
Published in: Manag. Sci. (2007)
Keyphrases
  • portfolio selection
  • special case
  • closely related
  • portfolio optimization
  • multiscale
  • piecewise linear
  • data mining
  • database systems
  • quasi linear