• search
    search
  • reviewers
    reviewers
  • feeds
    feeds
  • assignments
    assignments
  • settings
  • logout

Mean-variance-skewness model for portfolio selection with transaction costs.

S. LiuS. Y. WangW. Qiu
Published in: Int. J. Syst. Sci. (2003)
Keyphrases
  • portfolio selection
  • portfolio optimization
  • transaction costs
  • robust optimization
  • optimal portfolio
  • artificial intelligence
  • probability distribution
  • portfolio management