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...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2016
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10316/45742 |
| País: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/45742 |