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Portfolio selection with skewness: A multiple-objective approach · Study

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ArticlePortfolio selection with skewness: A multiple-objective approach

Tsong‐Yue Lai1991

Article1991

Portfolio selection with skewness: A multiple-objective approach

Tsong‐Yue Lai

258 citations·0/0 files stored·Review of Quantitative Finance and Accounting

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Risk and Portfolio Optimization Multi-Criteria Decision Making Optimization and Mathematical Programming

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 258 citations exist upstream.

References

1952PORTFOLIO SELECTION*2019American Economic Review 1948The Utility Analysis of Choices Involving Risk 1982Modern Portfolio Theory and Investment Analysis.1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1989A Test of the Efficiency of a Given Portfolio 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1969The Efficiency Analysis of Choices Involving Risk

Cited by

2007Mean-semivariance models for fuzzy portfolio selection 2002Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets 2007Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach 2015Evolutionary multi-objective optimization algorithms for fuzzy portfolio selection 2006Neural network-based mean–variance–skewness model for portfolio selection 2013Financial portfolio management through the goal programming model: Current state-of-the-art 2010Fuzzy mean–variance–skewness portfolio selection models by interval analysis 2003Skewness persistence with optimal portfolio selection

Details

Year1991

Typearticle

Published1991-07-01

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations258

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1007/bf02408382

openalex_workW1965580822

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