5Athayde GM D.,Flores R.G. Finding a Maximum Skewness Portfolio-a General Solution to Three-moments Portfolio Choice.Journal of Economic Dynamics and Control.2004,28 (7): 1335-1352.
6Engle R.F., Sheppard K.Theoretical and Empirical Properties of Dynamics Conditional Correlation Multivariate GARCH.NBER Working Paper No.W8554,2001.
7Gupta R. Portfolio Optimisation in the Indian Stock Market - Industry Sector Analysis. International Business and Economics Research Journal.2009,8(1):1-14.
8Jondeau E.,Rockinger M. Optimal Portfolio Allocation under Higher Moments. Working Paper. Banque De France, 2006.
9Jondeau E., Rockinger M.The Copula-GARCH Model of Conditional Dependencies: an International Stock Market Application.Journal of International Money and Finance. 2006,25 (5):827-853.
4Markowitz H M. Portfolio selection[J]. The Journal of Finance, 1952, 7(1): 77-91.
5Samuelson P. The fundamental approximation of theorem of portfolio analysis in terms of means, variance and higher moments [ J ]. Review of Economics Studies, 1970(37) : 537 - 542.
6Rubinstein M E. A comparative statics analysis of risk premiums[J]. The Journal of Business, 1973(12) : 605 - 615.
7Scott R C, Horvath P A. On the direction of preference for moments of higher than the variance[J]. Journal of Finance, 1980(35): 915 - 919.
8Konno H, Suzuki K. A mean-variance-skewness optimization model[ J ]. Journal of the Operations Research of Japan, 1995(38) : 137- 187.
9Lai T Y. Portfolio selection with skewness: a multiple-objective approach[J]. Review of Quantitative Finance and Accounting, 1991 (1) : 293 - 305.
10Sunh Q,. Yan Y. Skewness persistence with optimal portfolio selection [J]. Journal of Banking and Finance, 2003(27): 1111 - 1121.
