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

Walter Briec, Kristiaan Kerstens () and Ignace van de Woestyne
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Walter Briec: UPVD - Université de Perpignan Via Domitia
Kristiaan Kerstens: LEM - Lille économie management - UMR 9221 - UA - Université d'Artois - UCL - Université catholique de Lille - ULCO - Université du Littoral Côte d'Opale - Université de Lille - CNRS - Centre National de la Recherche Scientifique

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Date: 2013-10
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Published in European Journal of Operational Research, 2013, 230 (2), pp.412-421. ⟨10.1016/j.ejor.2013.04.021⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05623665

DOI: 10.1016/j.ejor.2013.04.021

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