Work

Mean-Variance-Skewness-Kurtosis-based Portfolio Optimization

Year: 2006

Type: conference-paper

Source: International Multi-Symposiums on Computer and Computational Sciences

DOI: 10.1109/imsccs.2006.239

Authors: Kin Keung Lai, Lean Yu, Shouyang Wang

Institutions: City University of Hong Kong, Chinese Academy of Sciences

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Chinese Academy of Sciences

OpenAlex ID: W2165975239

FWCI: 1.341

Cites: 25

Cited by: 97

Related to: 10