Revealed preferences for portfolio selection–does skewness matter?

Merrill W. Liechty; Ümit Sağlam

doi:10.1080/13504851.2016.1243207

Revealed preferences for portfolio selection–does skewness matter?

Merrill W. Liechty
, Ümit Sağlam

LeBow College of Business

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	968-971
Number of pages	4
Journal	Applied Economics Letters
Volume	24
Issue number	14
DOIs	https://doi.org/10.1080/13504851.2016.1243207
State	Published - Aug 16 2017

ASJC Scopus Subject Areas

Economics and Econometrics

Keywords

mean–variance classical portfolio
mean–variance–skewness optimal portfolio
Revealed preferences

Access to Document

10.1080/13504851.2016.1243207

Cite this

@article{8da3757bb54a4a08b21924654872213e,

title = "Revealed preferences for portfolio selection–does skewness matter?",

keywords = "mean–variance classical portfolio, mean–variance–skewness optimal portfolio, Revealed preferences",

author = "Liechty, \{Merrill W.\} and {\"U}mit Sağlam",

note = "Publisher Copyright: {\textcopyright} 2016 Informa UK Limited, trading as Taylor \& Francis Group.",

year = "2017",

month = aug,

day = "16",

doi = "10.1080/13504851.2016.1243207",

language = "English",

volume = "24",

pages = "968--971",

journal = "Applied Economics Letters",