Global optimization of higher order moments in portfolio selection
Work
Year: 2007
Type: article
Source: Journal of Global Optimization
Authors Dietmar Maringer, Panos Parpas
Institutions University of Essex, Imperial College London
Cites: 36
Cited by: 102
Related to: 10
FWCI: 4.957
Citation percentile (by year/subfield): 97.84
Subfield: Finance
Domain: Social Sciences
Open Access status: closed