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A Compact Mean-Variance-Skewness Model for Large-Scale Portfolio Optimization andIts Application to the NYSE MarketA Compact Mean-Variance-Skewness Model for Large-Scale Portfolio Optimization andIts Application to the NYSE Market
- Alternative Title
- A Compact Mean-Variance-Skewness Model for Large-Scale Portfolio Optimization andIts Application to the NYSE Market
- Authors
- RYOO, Hong Seo
- Issue Date
- 16-5월-2013
- Publisher
- 하얼빈공대 경영대학
- Citation
- 하얼빈공대 초청강연4
- Conference Name
- 하얼빈공대 초청강연4
- Place
- CC
- Conference Date
- 2013-05-13
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