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Capital Allocation by Possibilistic Linear Programming Approach
Capital Allocation by Possibilistic Linear Programming Approach Traditional mean-variance method does not take skewness of the random rate of return into consideration. It only considers minimum ...- Authors: Lijia Guo, Zhen Huang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments