← Back to work
Works cited by this work
18 works
Work: Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB
Higher-Order Upper Bounds on the Expectation of a Convex Function
Steftcho Dokov, David P. Morton
Book20023 citationsABIMean-Variance-Skewness-Kurtosis-based Portfolio Optimization
Kin Keung Lai, Lean Yu, Shouyang Wang
Article20063 citationsABISecond-Order Lower Bounds on the Expectation of a Convex Function
Steftcho Dokov, David P. Morton
Article20052 citationsABIBounds on the Expectation of a Convex Function of a Multivariate Random Variable
Article19592 citationsABI