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Athayde, G. M. D., & Flôres, R. G. (2003). Incorporating Skewness and Kurtosis in Portfolio Optimization. In S. Satchell, & A. Scowcroft (Eds.), Advances in Portfolio Construction and Implementation (pp. 243-257). Elsevier.
https://doi.org/10.1016/b978-075065448-7.50011-2

has been cited by the following article:

• TITLE: The Intelligent Portfolio Performance Optimization System (IPPOS)

  AUTHORS: Nikolaos Loukeris, Iordanis Eleftheriadis

  KEYWORDS: Integrated Systems, Generalized Feedforward Networks, Jordan & Elman Network, Genetic Algorithms, Finance, Portfolio Optimization, Logic, Free Will, Eudaimonia, Epicurus, Aristotle

  JOURNAL NAME: Theoretical Economics Letters, Vol.14 No.5, September 12, 2024

  ABSTRACT: The stock returns are vulnerable to manipulation of peculiar forms. We propose a novel method, the Intelligent Portfolio Performance Optimization System—IPPOS that extracts hidden patterns from the vast accounting data, financial statements, and other values, elaborating them on a new Jordan Elman hybrid network to provide safer financial evaluations. The free will problem is answered in the specialization of portfolio selection.