Ushbu ishga iqtibos qilgan ishlar

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Ish: Mean-Variance-Skewness-Kurtosis Portfolio Optimization with Return and Liquidity

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

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   MaqolaRisk and Portfolio Optimization20173 iqtibos

   ABIABI:AkademIndex/openalex/2017.article.000231

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   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 with moment-based bounds

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   ABIABI:AkademIndex/openalex/2022.article.008519