Ушбу ишга иқтибос қилган ишлар

3 та иш

Иш: 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

   МақолаRisk and Portfolio Optimization20173 иқтибос

   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

   МақолаRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)20191 иқтибос

   ABIABI:AkademIndex/openalex/2019.article.000977

3. Efficient portfolios computed with moment-based bounds

   David P. Morton, Steftcho Dokov, Ivilina Popova

   МақолаRisk and Portfolio OptimizationFinance research letters20220 иқтибос

   ABIABI:AkademIndex/openalex/2022.article.008519