Efficient skewness/semivariance portfolios

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

Business, Finance, Financial Management +14

Essays in the Theory of Risk-Bearing.

Nils H. Hakansson, Kenneth J. Arrow · The Journal of Finance · 1972 · 4.1K citations

Business, Economics, Finance +10

Theory of Games and Economic Behavior

David Hawkins · Philosophy of Science · 1945 · 4K citations

Social Sciences, Economics, Behavioral Economics +11

Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?

Victor DeMiguel, Lorenzo Garlappi, Raman Uppal · Review of Financial Studies · 2007 · 3.2K citations

Business, Economics, Finance +17

Conditional Skewness in Asset Pricing Tests

Campbell R. Harvey, Akhtar R. Siddique · The Journal of Finance · 2000 · 2.9K citations

Business, Economics, Finance +17