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seen Jun 15 '11 at 7:30

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
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
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?