Mean-variance-skewness-kurtosis-based portfolio optimization

Kin Keung Lai, Lean Yu, Shouyang Wang

    Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review

    78 Citations (Scopus)

    Abstract

    In the mean-variance-skewness-kurtosis framework, this study solve multiple conflicting and competing portfolio objectives such as maximizing expected return and skewness and minimizing risk and kurtosis simultaneously, by construction of a polynomial goal programming (PGP) model into which investor preferences over higher return moments are incorporated. To examine its practicality, the approach is tested on four major stock indices. Empirical results indicate that, for all examined investor preferences and stock indices, the PGP approach is significantly efficient way to solve multiple conflicting portfolio objectives in the mean-variance-skewness-kurtosis framework. In the meantime, we find that the different investors' preferences not only affect asset allocations of portfolio, but also affect the four moment statistics of return. © 2006 IEEE.
    Original languageEnglish
    Title of host publicationFirst International Multi- Symposiums on Computer and Computational Sciences, IMSCCS'06
    Pages292-297
    Volume2
    DOIs
    Publication statusPublished - 2006
    EventFirst International Multi- Symposiums on Computer and Computational Sciences, IMSCCS'06 - Hangzhou, Zhejiang, China
    Duration: 20 Apr 200624 Apr 2006

    Publication series

    Name
    Volume2

    Conference

    ConferenceFirst International Multi- Symposiums on Computer and Computational Sciences, IMSCCS'06
    Country/TerritoryChina
    CityHangzhou, Zhejiang
    Period20/04/0624/04/06

    Fingerprint

    Dive into the research topics of 'Mean-variance-skewness-kurtosis-based portfolio optimization'. Together they form a unique fingerprint.

    Cite this