Работы, цитирующие эту работу

Работ: 3

Работа: Mean-Variance-Skewness-Kurtosis-based Portfolio Optimization

1. Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds

   Steftcho Dokov, David P. Morton, Ivilina Popova

   СтатьяRisk and Portfolio Optimization2017Цитирований: 3

   ABIABI:AkademIndex/openalex/2017.article.000231

2. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB

   Steftcho Dokov, Ivilina Popova, David P. Morton

   СтатьяRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)2019Цитирований: 1

   ABIABI:AkademIndex/openalex/2019.article.000977

3. Efficient portfolios computed with moment-based bounds

   David P. Morton, Steftcho Dokov, Ivilina Popova

   СтатьяRisk and Portfolio OptimizationFinance research letters2022Цитирований: 0

   ABIABI:AkademIndex/openalex/2022.article.008519