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seen Jun 15 '11 at 7:30

Mar
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awarded  Popular Question
Sep
17
awarded  Nice Question
Apr
11
awarded  Editor
Apr
11
comment penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$
Gortaur can we discuss this problem face to face.....if u can tell me ur available time ...i am in Korea South so may be we have to decide the time first?if possible for u...thanks
Apr
11
revised penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$
added 326 characters in body
Apr
7
comment penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$
plz someone reply me
Apr
6
comment penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$
@richardh....thanks richardh.....actually its not homework its my research work for phd.....here T is the transpose.....other things r ok...i will be thankful..if someone guide me...thanks
Apr
5
comment penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$
here U(μ) and U(Σ) are the uncertain sets of mean and covariance.
Apr
5
asked penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$
Apr
5
comment Role of skewness in portfolio optimization?
what skewness actually say about the returns of some stock market?
Apr
5
comment Role of skewness in portfolio optimization?
@fred i want to discuss about my project with you can u plz give me some time?
Apr
5
awarded  Student
Apr
4
asked Role of skewness in portfolio optimization?