Geometric Representation of the Mean-Variance-Skewness Porfolio Frontier Based upon the Shortage Function

Kristiaan Kerstens

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Date: 2007-06-30
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Published in Tenth European Workshop on Efficiency and Productivity Measurement., Jun 2007, Lille, France

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Related works:
Journal Article: Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (2011)
Working Paper: Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (2011)
Working Paper: Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (2008)
Working Paper: Geometric Representation of the Mean-Variance-Skewness Portfolio Frontier Based upon the Shortage Function (2008)
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