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Portfolio selection with skewness: A comparison of methods and a generalized one fund result.

Walter BriecKristiaan KerstensIgnace Van de Woestyne
Published in: Eur. J. Oper. Res. (2013)
Keyphrases
  • portfolio selection
  • portfolio optimization
  • multistage stochastic
  • long term
  • genetic programming
  • non stationary