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

Walter Briec, Kristiaan Kerstens and Ignace van de Woestyne
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Walter Briec: UPVD - Université de Perpignan Via Domitia

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Date: 2013-10
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Published in European Journal of Operational Research, 2013, 230 (2), pp.412-421. ⟨10.1016/j.ejor.2013.04.021⟩

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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)
Working Paper: Portfolio Selection with Skewness: A Comparison of Methods and a Generalized One Fund Result (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05623665

DOI: 10.1016/j.ejor.2013.04.021

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