"A compact mean-variance-skewness model for large-scale portfolio ..."

Hong Seo Ryoo (2007)

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DOI: 10.1057/PALGRAVE.JORS.2602168

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type: Journal Article

metadata version: 2020-06-08

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Hong Seo Ryoo:
A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market. J. Oper. Res. Soc. 58(4): 505-515 (2007)

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