# Analytic solution to the portfolio optimization problem in a mean-variance-skewness model

> Research article (European Journal of Finance, 2019) · cited 15× · AI/ML

**Wikidata**: [openalex:W2945668362](https://www.wikidata.org/wiki/openalex:W2945668362)  
**Source**: https://4ort.xyz/entity/analytic-solution-to-the-portfolio-optimization-problem-in-a-mean-variance-skewness-model
