Finding a maximum skewness portfolio--a general solution to three-moments portfolio choice
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- Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2013.
"Portfolio selection with skewness: A comparison of methods and a generalized one fund result,"
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- Adcock, C.J., 2014. "Mean–variance–skewness efficient surfaces, Stein’s lemma and the multivariate extended skew-Student distribution," European Journal of Operational Research, Elsevier, vol. 234(2), pages 392-401.
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