Skewness-aware asset allocation: A new theoretical framework and empirical evidence

10.1111/j.1467-9965.2010.00463.x

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Main Authors:	Low, C., Pachamanova, D., Sim, M.
Other Authors:	FINANCE
Format:	Article
Published:	2013
Subjects:	Beta Optimal portfolio allocation Prospective satisficing measures Skewness
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/44214
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-44214
record_format	dspace
spelling	sg-nus-scholar.10635-442142023-10-29T23:33:47Z Skewness-aware asset allocation: A new theoretical framework and empirical evidence Low, C. Pachamanova, D. Sim, M. FINANCE DECISION SCIENCES Beta Optimal portfolio allocation Prospective satisficing measures Skewness 10.1111/j.1467-9965.2010.00463.x Mathematical Finance 22 2 379-410 2013-10-09T06:18:51Z 2013-10-09T06:18:51Z 2012 Article Low, C., Pachamanova, D., Sim, M. (2012). Skewness-aware asset allocation: A new theoretical framework and empirical evidence. Mathematical Finance 22 (2) : 379-410. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1467-9965.2010.00463.x 09601627 http://scholarbank.nus.edu.sg/handle/10635/44214 000300429000006 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Beta Optimal portfolio allocation Prospective satisficing measures Skewness
spellingShingle	Beta Optimal portfolio allocation Prospective satisficing measures Skewness Low, C. Pachamanova, D. Sim, M. Skewness-aware asset allocation: A new theoretical framework and empirical evidence
description	10.1111/j.1467-9965.2010.00463.x
author2	FINANCE
author_facet	FINANCE Low, C. Pachamanova, D. Sim, M.
format	Article
author	Low, C. Pachamanova, D. Sim, M.
author_sort	Low, C.
title	Skewness-aware asset allocation: A new theoretical framework and empirical evidence
title_short	Skewness-aware asset allocation: A new theoretical framework and empirical evidence
title_full	Skewness-aware asset allocation: A new theoretical framework and empirical evidence
title_fullStr	Skewness-aware asset allocation: A new theoretical framework and empirical evidence
title_full_unstemmed	Skewness-aware asset allocation: A new theoretical framework and empirical evidence
title_sort	skewness-aware asset allocation: a new theoretical framework and empirical evidence
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44214
_version_	1781411279925149696

Skewness-aware asset allocation: A new theoretical framework and empirical evidence

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