Incorporating skewness and kurtosis in portfolio optimization. A multidimensional efficient set.

Advances in Portfolio Construction and Implementation

Volumn , Issue , 2003, Pages 243-257

  Athayde, Gustavo M De ^a   Flores Jr, Renato G ^b  

^a Banco Itaú SA   (Brazil)

^b FUNDAÇÃO GETÚLIO VARGAS   (Brazil)

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[No Author keywords available]

Indexed keywords

EID: 33847016699     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-075065448-7.50011-2     Document Type: Chapter

References (16)

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