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20182023
most citedOptimizing hypergraph-based polynomials modeling job-occupancy in queueing with redundancy scheduling

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q-fin.PM2023

Convex scalarizations of the mean-variance-skewness-kurtosis problem in portfolio selection

Andries Steenkamp

We consider the multi-objective mean-variance-skewness-kurtosis (MVSK) problem in portfolio selection, with and without shorting and leverage. Additionally, we define a sparse vari…