David P. Morton

6 ta ish

Northwestern University

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

   Steftcho Dokov, David P. Morton, Ivilina Popova

   MaqolaRisk and Portfolio Optimization20173 iqtibos

   ABIABI:AkademIndex/2017.article.000231

2. Higher-Order Upper Bounds on the Expectation of a Convex Function

   Steftcho Dokov, David P. Morton

   Kitob20023 iqtibos

   ABIABI:AkademIndex/2026.other.503084

3. Second-Order Lower Bounds on the Expectation of a Convex Function

   Steftcho Dokov, David P. Morton

   Maqola20052 iqtibos

   ABIABI:AkademIndex/2026.other.629054

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

   Steftcho Dokov, Ivilina Popova, David P. Morton

   MaqolaRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)20191 iqtibos

   ABIABI:AkademIndex/2019.article.000977

5. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part II - DBFS

   Steftcho Dokov, Ivilina Popova, David P. Morton

   MaqolaRisk and Portfolio Optimization2021 International Conference on Information Science and Communications Technologies (ICISCT)20210 iqtibos

   ABIABI:AkademIndex/2021.article.010846

6. Efficient portfolios computed with moment-based bounds

   David P. Morton, Steftcho Dokov, Ivilina Popova

   MaqolaRisk and Portfolio OptimizationFinance research letters20220 iqtibos

   ABIABI:AkademIndex/2022.article.008519