Portfolio Decisions with Higher Order Moments
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References listed on IDEAS
- Herroelen, Willy & Leus, Roel, 2005. "Project scheduling under uncertainty: Survey and research potentials," European Journal of Operational Research, Elsevier, vol. 165(2), pages 289-306, September.
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KeywordsMean-variance portfolio selection; Robust portfolio selection; Skewness; Kurtosis; Decomposition methods; Polynomial optimization problems;
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