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"Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed."

Frank Schuhmacher, Hendrik Kohrs, Benjamin R. Auer (2021)

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DOI: 10.1287/MNSC.2020.3846

access: closed

type: Journal Article

metadata version: 2022-01-21

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  - journals/mansci/SchuhmacherKA21
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  - https://dblp.org/rec/journals/mansci/SchuhmacherKA21
Frank Schuhmacher, Hendrik Kohrs, Benjamin R. Auer:
Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed. Manag. Sci. 67(12): 7812-7824 (2021)

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