Portfolio performance evaluation in a mean-variance-skewness framework

European Journal of Operational Research

Volumn 175, Issue 1, 2006, Pages 446-461

  Joro, Tarja ^a   Na, Paul ^b  

^a UNIVERSITY OF ALBERTA   (Canada)

^b LEHMAN BROTHERS   (United States)

Author keywords

CAPM; Data Envelopment Analysis; Efficient Frontier; Mutual funds; Portfolio performance; Skewness

Indexed keywords

AVAILABILITY; COMPUTATIONAL METHODS; DATA REDUCTION; FINANCE; MARKETING;

DATA ENVELOPMENT ANALYSIS; MUTUAL FUNDS; PORTFOLIO PERFORMANCE; SKEWNESS;

ASTRONOMY;

EID: 33749153186     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2005.05.006     Document Type: Article

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