Exploring bi-criteria versus multi-dimensional lower partial moment portfolio models

Olivier Brandouy (), Kristiaan Kerstens and I. van de Woestyne

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Keywords: Lower partial moments; efficient frontier; mean-variance-skewness efficiency; semi-variance; semi-skewness (search for similar items in EconPapers)
Date: 2010
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Published in International Journal of Technology Modelling and Management, 2010, 1 (1), pp.25-39

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Working Paper: Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00558022

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