Work

Portfolio Performance Evaluation in a Modified Mean-Variance-Skewness Framework with Negative Data

Year: 2014

Type: article

Source: International Journal of Data Envelopment Analysis

Authors: Sh. Banihashemi, Masoud Sanei, Maliheh Azizi

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2479319019

FWCI: 0.385

Cites: 14

Cited by: 1

Related to: 10