haku: @author Pactwa, T. E. / yhteensä: 1
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| Tekijä: | Prakash, A. J. Chang, C.-H. Pactwa, T. E. |
| Otsikko: | Selecting a portfolio with skewness: recent evidence from US, European, and Latin American equity markets |
| Lehti: | Journal of Banking and Finance
2003 : JUL, VOL. 27:7, p. 1375-1390 |
| Asiasana: | Portfolio management |
| Vapaa asiasana: | International portfolio diversification Polynomial goal programming Skewness |
| Kieli: | eng |
| Tiivistelmä: | 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. |
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