David P. Morton

4 ta ish

Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL, USA

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/openalex/2017.article.000231

2. 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/openalex/2019.article.000977

3. 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/openalex/2021.article.010846

4. Efficient portfolios computed with moment-based bounds

   David P. Morton, Steftcho Dokov, Ivilina Popova

   MaqolaRisk and Portfolio OptimizationFinance research letters20220 iqtibos

   ABIABI:AkademIndex/openalex/2022.article.008519