Zhou, Xiaoyu and Liu, Qiong and Zhang, Depeng (2023) Optimization of Portfolio Theory under the Constraint of Mean-Skewness Standardization Empirical Research Based on China's Securities Market. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
This paper introduces the concept of skewness on the basis of the traditional mean-variance (MV) optimization model, and expands the two-dimensional optimization research into a three-dimensional mean-variance-skewness (MVS) optimization model. At the same time, under the more realistic assumption t
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:02 |
| Last Modified: | 17 Apr 2026 03:48 |
| URI: | http://eprints.eai.eu/id/eprint/41962 |
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