Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Unique closed-form solution"'
Publikováno v:
Operations Research Perspectives, Vol 6, Iss, Pp-(2019)
This paper originally proposes two unique closed-form solutions, respectively to risky assets only and a risk-free asset existing situations, of the mean-variance-skewness (MVS) optimization model subject to mean-sknewness-normalization constraints f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8cd527e0a2a0e0253ec545e11c208b1d
https://hdl.handle.net/10419/246374
https://hdl.handle.net/10419/246374
