高阶矩投资组合优化方法之间的某些联系
Some connections between higher moments portfolio optimization methods
摘要：
在本文中，不同的投资组合优化方法具有较高的时刻，如偏度和峰度进行分类，使读者可以观察到不同的范式和方法在这一领域的研究，这是必不可少的从业人员在对冲基金，特别是。回顾了基于不同范式的几种方法，如效用方法和多目标优化，并说明了这些思想的优点和缺点。关键词：多目标优化，投资组合优化，标量化，效用
英文摘要：
In this paper, different approaches to portfolio optimization having higher moments such as skewness and kurtosis are classified so that the reader can observe different paradigms and approaches in this field of research which is essential for practitioners in Hedge Funds in particular. Several methods based on different paradigms such as utility approach and multi-objective optimization are reviewed and the advantage and disadvantageous of these ideas are explained. Keywords: multi-objective optimization, portfolio optimization, scalarization, utility
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
