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

Kristiaan Kerstens

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Date: 2005
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Published in Ninth European Workshop on Efficiency and Productivity Measurement, 2005, Bruxelles, Belgium

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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 (2007)
Working Paper: Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach (2005)
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