N Moments Optimal Portfolio
Author:
Publisher
Elsevier BV
Reference20 articles.
1. Downside risk;A Ang;The review of financial studies,2006
2. The volatility of exchange rates and the non-normality of stock returns;B M Blau;Journal of Economics and Business,2017
3. Higher order comoments of multifactor models and asset allocation;K Boudt;Finance Research Letters,2015
4. A hybrid approach for portfolio selection with higher-order moments: Empirical evidence from shanghai stock exchange;B Chen;Expert Systems with Applications,2020
5. Robust multiobjective portfolio with higher moments;C Chen;Expert Systems with Applications,2018
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