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

• 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
• Institution: National University of Singapore

10.1111/j.1467-9965.2010.00463.x