---
title: On the Spectral Decomposition of Portfolio Skewness and its Application to Portfolio Optimization
url: https://www.ml-quant.com/papers/ssrn/4540021/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4540021
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4540021
featured: 2023-08-17
citations: 0
topic: Portfolio & Allocation
---


# On the Spectral Decomposition of Portfolio Skewness and its Application to Portfolio Optimization

A new risk measure, negative quadratic skewness, is introduced to increase portfolio skewness, providing a portfolio optimization model akin to the Markowitz model.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4540021
- Identifier: SSRN 4540021
- Released: 2023-08-14
- First featured: Quant Letter No. 12 (2023-08-17): https://www.ml-quant.com/issues/2023-08-17/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Portfolio & Allocation

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