Lopsided Portfolio SelectionIn this Article we have analysed the implications for portfolio optimisation of returns on investment not distributed normally. We have focused our activities on analysing higher moments of distribution of returns and, in particular, on lopsidedness as the third moment of distribution. So, the approach selected for this article represents an immediate continuation of the mean variance selection by Markowitz (1952)
This thesis began with an introduction and literature review in Chapter 1. In Chapter 2, I propose a...
Treball Final de Grau en Finances i Comptabilitat. Codi: FC1049. Curs: 2018/2019The work that we pre...
This dissertation highlights the importance of considering higher moments and partial moments of the...
Lopsided Portfolio SelectionIn this Article we have analysed the implications for portfolio optimisa...
This paper seeks to develop a better statistical understanding of the paradigm of Markowitz mean var...
The classical Markowitz portfolio optimisation was a powerful intellectual concept with epochal effe...
Portfolio selection has been a well-researched topic since the mid 1950Õs. Researchers such as Harry...
Summarization: In 1952, Markowitz published his famous paper on portfolio selection that transformed...
The Modern Portfolio Theory (MPT) has started a revolution in academic and investors’ circles since ...
We introduce a novel framework for the portfolio selection problem in which investors aim to target ...
The tradeoff between risk and return is a topic that most investors consider carefully before an inv...
This article re-examines portfolio higher moments, skewness and kurtosis, to see whether this inform...
Since the seminal works of Markowitz (1952), Sharpe (1964), and Lintner (1965), numerous studies on ...
Modern portfolio theory started with Markowitz (J Financ 7(1):77–91, 1952; Portfolio selection effic...
Time is coming to celebrate the 60th anniversary from the pioneering work of Markowitz on portfolio ...
This thesis began with an introduction and literature review in Chapter 1. In Chapter 2, I propose a...
Treball Final de Grau en Finances i Comptabilitat. Codi: FC1049. Curs: 2018/2019The work that we pre...
This dissertation highlights the importance of considering higher moments and partial moments of the...
Lopsided Portfolio SelectionIn this Article we have analysed the implications for portfolio optimisa...
This paper seeks to develop a better statistical understanding of the paradigm of Markowitz mean var...
The classical Markowitz portfolio optimisation was a powerful intellectual concept with epochal effe...
Portfolio selection has been a well-researched topic since the mid 1950Õs. Researchers such as Harry...
Summarization: In 1952, Markowitz published his famous paper on portfolio selection that transformed...
The Modern Portfolio Theory (MPT) has started a revolution in academic and investors’ circles since ...
We introduce a novel framework for the portfolio selection problem in which investors aim to target ...
The tradeoff between risk and return is a topic that most investors consider carefully before an inv...
This article re-examines portfolio higher moments, skewness and kurtosis, to see whether this inform...
Since the seminal works of Markowitz (1952), Sharpe (1964), and Lintner (1965), numerous studies on ...
Modern portfolio theory started with Markowitz (J Financ 7(1):77–91, 1952; Portfolio selection effic...
Time is coming to celebrate the 60th anniversary from the pioneering work of Markowitz on portfolio ...
This thesis began with an introduction and literature review in Chapter 1. In Chapter 2, I propose a...
Treball Final de Grau en Finances i Comptabilitat. Codi: FC1049. Curs: 2018/2019The work that we pre...
This dissertation highlights the importance of considering higher moments and partial moments of the...