The mean-downside risk portfolio frontier: a non-parametric approach

von Athayde, Gustavo M. de
Veröffentlicht in Advances in portfolio construction and implementation (2003)

Building a mean downside risk portfolio frontier

von Athayde, Gustavo M. de
Veröffentlicht in Developments in forecast combination and portfolio choice (2001)

Incorporating skewness and kurtosis in portfolio optimization: a multidimensional efficient set

von Athayde, Gustavo M. de
Veröffentlicht in Advances in portfolio construction and implementation (2003)

On certain geometric aspects of portfolio otimisation with higher moments

von Athayde, Gustavo M. de
Veröffentlicht in Multi-moment asset allocation and pricing models (2006)

Finding a maximum skewness portfolio - a general solution to three-moments portfolio choice

von Athayde, Gustavo M. de
Veröffentlicht in Journal of economic dynamics & control (2004)