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A Compact Mean-Variance-Skewness Model for Large-Scale Portfolio Optimization andIts Application to the NYSE Market
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | RYOO, Hong Seo | - |
| dc.date.accessioned | 2021-08-29T17:44:46Z | - |
| dc.date.available | 2021-08-29T17:44:46Z | - |
| dc.date.created | 2021-04-22 | - |
| dc.date.issued | 2013-05-16 | - |
| dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/44292 | - |
| dc.publisher | 하얼빈공대 경영대학 | - |
| dc.title | A Compact Mean-Variance-Skewness Model for Large-Scale Portfolio Optimization andIts Application to the NYSE Market | - |
| dc.title.alternative | A Compact Mean-Variance-Skewness Model for Large-Scale Portfolio Optimization andIts Application to the NYSE Market | - |
| dc.type | Conference | - |
| dc.contributor.affiliatedAuthor | RYOO, Hong Seo | - |
| dc.identifier.bibliographicCitation | 하얼빈공대 초청강연4 | - |
| dc.relation.isPartOf | 하얼빈공대 초청강연4 | - |
| dc.relation.isPartOf | (해당없음) | - |
| dc.citation.title | 하얼빈공대 초청강연4 | - |
| dc.citation.conferencePlace | CC | - |
| dc.citation.conferenceDate | 2013-05-13 | - |
| dc.type.rims | CONF | - |
| dc.description.journalClass | 1 | - |
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