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Applied Economics Letters Volume 24, 2017 - Issue 14
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Original Articles

Revealed preferences for portfolio selection – does skewness matter?

Merrill W. LiechtyDepartment of Decision Sciences, LeBow College of Business, Drexel University, Philadelphia, PA, USACorrespondence[email protected]
&
Ümit SağlamDepartment of Management and Marketing, College of Business and Technology, East Tennessee State University, Johnson City, TN, USA
Pages 968-971 | Published online: 12 Oct 2016

Citations (5)

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Read on this site (1)

Pierpaolo Uberti. (2023) A theoretical generalization of the Markowitz model incorporating skewness and kurtosis. Quantitative Finance 23:5, pages 877-886.
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Articles from other publishers (4)

Wenling Liu & Kui Jing. (2023) ESG portfolio for TDFs with time‐varying higher moments and cardinality constraint. International Transactions in Operational Research.
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Fengmin Xu, Wenling Liu & Ziyue Hua. (2022) Cardinality-Constrained Fofs Selection Model with Time-Varying Higher Moments. SSRN Electronic Journal.
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mit Saalam & Hande Yurttan Benson. (2018) Multi-Period Portfolio Optimization with Cone Constraints and Discrete Decisions. SSRN Electronic Journal.
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mit Saalam. (2015) Single- and Multi-Period Portfolio Optimization with Cone Constraints and Discrete Decisions. SSRN Electronic Journal.
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