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