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

W. Briec, Kristiaan Kerstens and I. van de Woestyne

Post-Print from HAL

Date: 2013
References: Add references at CitEc
Citations: View citations in EconPapers (17)

Published in European Journal of Operational Research, 2013, 230 (2), pp.412-421

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Portfolio selection with skewness: A comparison of methods and a generalized one fund result (2013)
Working Paper: Portfolio Selection with Skewness: A Comparison of Methods and a Generalized One Fund Result (2013)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00837674

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().