Efficient skewness/semivariance portfolios
This article proposes a flexible methodology for portfolio selection using a skewness/semivariance biobjective optimisation framework. The solutions of this biobjective optimisation problem allow the investor to analyse the efficient trade-off between skewness and semivariance. This methodology is u...
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2016
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10316/45742 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/45742 |