Portfolio Performance Evaluation in a Modified Mean-Variance-Skewness Framework with Negative Data

Subject Areas : International Journal of Data Envelopment Analysis

Sh. Banihashemi ¹ , M. Sanei ² , M. Azizi ³

1 - Department of Mathematics and Computer Science, Faculty of Econimics Allameh Tabataba’i University.
2 - Department of Applied Mathematics, Islamic Azad University, Central Tehran Branch, Tehran, Iran.
3 - Department of Mathematics and Computer Science, Faculty of Econimics Allameh Tabataba’i University.

Received: 2014-05-28 Accepted : 2014-09-26 Published : 2014-09-26

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