Portfolio performance evaluation in a mean–variance–skewness framework T Joro,

马甲甲

903

收藏 2016-08-19

悬赏 1 个论坛币已解决

【作者(必填)】

【文题(必填)】

【年份(必填)】

【全文链接或数据库名称(选填)】Portfolio performance evaluation in a mean–variance–skewness frameworkT Joro, P Na - European Journal of Operational Research, 2006 - Elsevier
Astronomical amounts of money are being invested in financial markets. Consequently the
evaluation of portfolio performance has created a great deal of interest among practitioners
as well as academic researchers. The literature suggests that portfolio efficiency based on ...
Cited by 83 Related articles All 6 versions Web of Science: 35 Cite Save