A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
نویسندگان
چکیده
منابع مشابه
Neural network-based mean-variance-skewness model for portfolio selection
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Article history: Received 21 August 2008 Accepted 4 May 2009 Available online 15 May 2009
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MaMaEuSch has been carried out with the partial support of the European Community in the framework of the Sokrates programme. The content does not necessarily reflect the position of the European Community, nor does it involve any responsibility on the part of the European Community.
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of Japan
سال: 1995
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.38.173