Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function

Kristiaan Kerstens, A. Mounir and I. van de Woestyne

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Keywords: Shortage function; efficient frontier; mean-variance-skewness efficiency (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (25)

Published in European Journal of Operational Research, 2011, 210 (1), pp.81-94. ⟨10.1016/j.ejor.2010.09.014⟩

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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 (2008)
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 Porfolio Frontier Based upon the Shortage Function (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00551848

DOI: 10.1016/j.ejor.2010.09.014

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