search query: @indexterm Portfolio management / total: 694
reference: 58 / 694
| Author: | Prakash, A. J. Chang, C.-H. Pactwa, T. E. |
| Title: | Selecting a portfolio with skewness: recent evidence from US, European, and Latin American equity markets |
| Journal: | Journal of Banking and Finance
2003 : JUL, VOL. 27:7, p. 1375-1390 |
| Index terms: | Portfolio management |
| Freeterms: | International portfolio diversification Polynomial goal programming Skewness |
| Language: | eng |
| Abstract: | The empirical findings suggest that the incorporation of skewness into an investor's portfolio decision causes a major change in the resultant optimal portfolio. The empirical evidence indicates that investors do trade expected return of the portfolio for skewness. |
SCIMA