Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed.
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- Management Science, 2021, v. 67, n. 12, p. 7812, doi. 10.1287/mnsc.2020.3846
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Works matching AU Kohrs, Hendrik
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Rehabilitating Mean-Variance Portfolio Selection: Theory and Evidence.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 159, doi. 10.3905/jpm.2023.1.492
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Pricing and risk of swing contracts in natural gas markets.
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- Review of Derivatives Research, 2019, v. 22, n. 1, p. 77, doi. 10.1007/s11147-018-9146-x
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