Rui ZHOU's repositories
MVSKOPT
A MATLAB toolbox of DC programming approaches for solving the higher-order moment Mean-Variance-Skewness-Kurtosis (MVSK) portfolio optimization model
Language:MATLABMIT000
A MATLAB toolbox of DC programming approaches for solving the higher-order moment Mean-Variance-Skewness-Kurtosis (MVSK) portfolio optimization model