Portfolio selection with skewness in emerging market industries MA Canela, EP Co

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【全文链接或数据库名称(选填)】Portfolio selection with skewness in emerging market industriesMA Canela, EP Collazo - Emerging Markets Review, 2007 - Elsevier
In the presence of skewness, portfolio selection requires to consider competing and
conflicting objectives. We utilize polynomial goal programming to determine the optimal
portfolio from emerging markets industries. This paper is concerned with an industry level ...
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