Mean-variance-skewness portfolio performance gauging: A general shortage function and dual approach

W. Briec, Kristiaan Kerstens and Octave Jokung-Nguena

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Date: 2007
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Published in Management Science, 2007, 53 ((1)), pp.135-149

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Related works:
Journal Article: Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach (2007)
Working Paper: Mean-Variance Skewness Portfolio Performance Gauging:A General Shortage Function and Dual Approach (2005)
Working Paper: Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00211572

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