1 Mean-Variance-Skewness-Kurtosis-based Portfolio Optimization
Hangzhou, Zhejiang, China
June 20-June 24
ISBN: 0-7695-2581-4

http://www.computer.org/portal/web/csdl/doi/10.1109/IMSCCS.2006.239

2 Skewness Preference, Risk Taking and Expected Utility Maximisation
W Henry Chiu1


http://www.palgrave-journals.com/grir/journal/v35/n2/abs/grir20099a.html
The Geneva Risk and Insurance Review (2010) 35, 108–129. doi:10.1057/grir.2009.9; published online 23 March 2010