haku: @freeterm skewness / yhteensä: 4
viite: 3 / 4
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.
SCIMA tietueen numero: 253182
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