Ryoo H.S.

H.S. Ryoo

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Found 1 papers in total
A compact mean–variance–skewness model for large-scale portfolio optimization and its application to the New York Stock Exchange (NYSE) market
A compact mean–variance–skewness model for large-scale portfolio optimization and its application to the New York Stock Exchange (NYSE) market
2007
This paper develops a portfolio optimization model that uses the first three moments...
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