Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach

Walter Briec, Kristiaan Kerstens, Octave Jokung. Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach. Management Science, 53(1):135-149, 2007. [doi]

Abstract

Abstract is missing.