Portfolio Selection with Higher Moments: A Polynomial Goal Programming Approach to ISE-30 Index
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References listed on IDEAS
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More about this item
KeywordsMean-Variance-Skewness-Kurtosis Portfolio Model; Polynomial Goal Programming; Risk Preference.;
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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