Portfolio Skewness with Semidefinite Relaxation
A method to estimate higher portfolio moments like skewness using semidefinite relaxation is presented, showing that portfolio skewness can enhance the skewness of the optimal portfolio.
Featured in No. 101 on 11 Jun 2025 · 5 days after release
- Released
- 6 Jun 2025
- First featured
- No. 101 · 11 Jun 2025
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 5284483
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