1. Skewness preferences: Evidence from online poker. (2024). Schneider, Dmitrij ; Kasinger, Johannes ; Dertwinkel-Kalt, Markus.
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2. Dynamic portfolio allocation for financial markets: A perspective of competitive-cum-compensatory strategy. (2023). Chen, Zhiwei ; Gong, Xiaomin ; Zhang, Jingshu.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000057.

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3. Market risks that change US-European equity correlations. (2023). Sarwar, Ghulam.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002037.

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4. Hedging longevity risk under non-Gaussian state-space stochastic mortality models: A mean-variance-skewness-kurtosis approach. (2023). Liu, Yanxin ; Chan, Wai-Sum.
   In: Insurance: Mathematics and Economics.
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5. Diversified behavioral portfolio as an alternative to Modern Portfolio Theory. (2021). Rodriguez, Yeny E ; Gomez, Juan M ; Contreras, Javier.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001273.

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6. Portfolio Construction by Using Different Risk Models: A Comparison among Diverse Economic Scenarios. (2020). Hunjra, Ahmed ; Sahito, Uroosa ; Alawi, Suha Mahmoud ; Colombage, Sisira ; Hanif, Mahnoor.
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7. Unique closed-form solutions of portfolio selection subject to mean-skewness-normalization constraints. (2019). Lu, Xin ; Liu, Qiong ; Xue, Fengxin.
   In: Operations Research Perspectives.
   RePEc:eee:oprepe:v:6:y:2019:i:c:s2214716018301404.

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8. Multi objective mean–variance–skewness model with Burg’s entropy and fuzzy return for portfolio optimization. (2018). Majumder, Sanat Kumar ; Ray, Amritansu.
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   RePEc:spr:opsear:v:55:y:2018:i:1:d:10.1007_s12597-017-0311-z.

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9. Mean-VaR portfolio optimization: A nonparametric approach. (2017). Qu, Rong ; Lwin, Khin T ; MacCarthy, Bart L.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:260:y:2017:i:2:p:751-766.

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10. Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds. (2014). Proelss, Juliane ; Schweizer, Denis.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:28:y:2014:i:1:p:1-28.

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11. Average drawdown risk reduction and risk tolerances. (2014). Tavakoli Baghdadabad, Mohammad Reza, .
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12. Importance of skewness in decision making: Evidence from the Indian stock exchange. (2014). Narayan, Paresh ; Ahmed, Huson Ali.
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13. Financial portfolio management through the goal programming model: Current state-of-the-art. (2014). La Torre, Davide ; Colapinto, Cinzia ; Aouni, Belaid.
    In: European Journal of Operational Research.
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14. Interval portfolio selection models within the framework of uncertainty theory. (2014). Qin, Zhongfeng ; Li, Xiang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:338-344.

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15. Portfolio selection with skewness: A comparison of methods and a generalized one fund result. (2013). Kerstens, Kristiaan ; Briec, Walter ; Van de Woestyne, Ignace .
    In: European Journal of Operational Research.
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16. Modelling Dependence in Latin American Markets Using Copula Functions. (2012). .
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17. Liquidity-adjusted conditional capital asset pricing model. (2012). Chen, Langnan ; Wang, Jinan.
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18. Portfolio Selection with Skewness: A Comparison and a Generalized Two Fund Separation Result. (2011). Kerstens, Kristiaan ; Briec, Walter ; Van de Woestyne, Ignace .
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19. Increases in skewness and three-moment preferences. (2011). Eichner, Thomas.
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20. Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function. (2011). Kerstens, Kristiaan ; Van de Woestyne, Ignace ; Mounir, Amine.
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21. Portfolio rebalancing model using multiple criteria. (2011). Lee, Wen-Yi ; Yu, Jing-Rung.
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    RePEc:eee:ejores:v:209:y:2011:i:2:p:166-175.

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22. Selected MENA countries attractiveness to G7 investors. (2011). Bahloul, Slah ; Abid, Fathi.
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23. Credit Spread Changes and Equity Volatility: Evidence from Daily Data. (2011). Dandapani, Krishnan ; Barber, Joel ; Pavlova, Ivelina ; Hibbert, Ann Marie.
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24. Mean-variance-skewness model for portfolio selection with fuzzy returns. (2010). Qin, Zhongfeng ; Li, Xiang ; Kar, Samarjit.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:202:y:2010:i:1:p:239-247.

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25. The effect of downside risk reduction on UK equity portfolios included with Managed Futures Funds. (2009). Tee, Kai-Hong.
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26. A dynamic stochastic programming model for international portfolio management. (2008). Topaloglou, Nikolas ; Zenios, Stavros ; Vladimirou, Hercules.
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27. Portfolio selection with skewness in emerging market industries. (2007). Canela, Miguel Angel ; Collazo, Eduardo Pedreira.
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28. Multi-objective stochastic programming for portfolio selection. (2007). El Fayedh, Rimeh ; ben Abdelaziz, Fouad ; Aouni, Belaid.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:177:y:2007:i:3:p:1811-1823.

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1. Factor Models as Explanatory Unifiers versus Explanatory Ideals of Empirical Regularities of Stock Returns. (2015). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Koundouri, Phoebe ; Pittis, Nikitas.
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2. Option-Based Estimation of the Price of Co-Skewness and Co-Kurtosis Risk. (2015). Christoffersen, Peter ; Karoui, Mehdi ; Fournier, Mathieu ; Jacobs, Kris.
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3. The Impact of Top Management Team Characteristics on Firms Growth.. (2014). Colombelli, Alessandra.
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4. Addressing agent specific extreme price risk in the presence of heterogeneous data sources: A food safety perspective. (2014). DIALLO, Abdoul Salam ; Moussa, Alfred Mbairadjim.
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5. Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds. (2014). Proelss, Juliane ; Schweizer, Denis.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:28:y:2014:i:1:p:1-28.

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6. Herding behaviour and volatility in the Athens Stock Exchange. (2014). Messis, Petros ; Zapranis, Achilleas.
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7. A characterization of the coskewness–cokurtosis pricing model. (2014). Back, Kerry.
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8. Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas. (2014). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Koundouri, Phoebe ; Pittis, Nikitas.
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9. A copula–GARCH model for macro asset allocation of a portfolio with commodities. (2013). Riccetti, Luca.
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10. Pair copula constructions in portfolio optimization ploblem. (2013). Travkin, Alexandr .
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11. Higher-order moments in the theory of diversification and portfolio composition. (2013). Perote, Javier ; Peel, David ; Paya, Ivan ; Ñíguez Grau, Trino ; Niguez, Trino-Manuel .
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12. Canonical vine copulas in the context of modern portfolio management: Are they worth it?. (2013). faff, robert ; Alcock, Jamie ; Brailsford, Timothy ; Low, Rand Kwong Yew, .
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13. An empirical analysis of the downside risk-return trade-off at daily frequency. (2013). Sévi, Benoît ; Sevi, Benoit.
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14. Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas. (2013). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Koundouri, Phoebe ; Pittis, Nikitas.
    In: DEOS Working Papers.
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15. Financial Leverage and Shareholder’s Required Returns: Evidence from South Africa Corporate Sector. (2012). Azman-Saini, W.N.W ; Matemilola, B. ; Bany-Ariffin, A..
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16. Leverage Risk, Financial Crisis, and Stock Returns: A Comparison among Islamic, Conventional, and Socially Responsible Stocks. (2012). BHATT, VAISHNAVI ; Sultan, Jahangir.
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17. Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011. (2012). Panait, Iulian ; Slavescu, Ecaterina Oana .
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18. Systematic risk and the cross section of hedge fund returns. (2012). Brown, Stephen ; Bali, Turan G. ; Caglayan, Mustafa Onur.
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19. Capital structure and abnormal returns. (2012). Muradoglu, Yaz ; Muradoalu, Yaz Glnur ; Sivaprasad, Sheeja.
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20. Portfolio value-at-risk optimization for asymmetrically distributed asset returns. (2012). Zhang, Weina ; Sim, Melvyn ; Lim, Kian Guan ; Goh, Joel Weiqiang .
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21. The Industry Effect on the Relationship Between Leverage and Returns. (2011). ARTIKIS, PANAGIOTIS ; Nifora, Georgia .
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22. A Higher Moment Downside Framework for Conditional and Unconditional Capm in the Russian Stock Market. (2011). Teplova, Tamara ; Shutova, Evgeniya .
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23. Leverage and Returns in Three Countries of Southern European Region. (2011). ARTIKIS, PANAGIOTIS ; Nifora, Georgia .
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24. Maxing out: Stocks as lotteries and the cross-section of expected returns. (2011). Bali, Turan G. ; Whitelaw, Robert F. ; Cakici, Nusret.
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25. Multicriteria rankings of open-end investment funds and their stability. (2010). Sielska, Agata.
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26. Pricing assets with higher moments: Evidence from the Australian and us stock markets. (2010). Zurbruegg, Ralf ; Doan, Phuong ; Lin, Chien-Ting.
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27. Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns. (2009). Bali, Turan G. ; Whitelaw, Robert F. ; Cakici, Nusret.
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28. Efficient Frontier for Robust Higher-order Moment Portfolio Selection. (2008). Merlin, Paul ; Jurczenko, Emmanuel ; Maillet, Bertrand.
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29. Stochastic dominance and behavior towards risk: The market for Internet stocks. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Fong, Wai Mun.
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30. Portfolio selection with skewness in emerging market industries. (2007). Canela, Miguel Angel ; Collazo, Eduardo Pedreira.
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31. Multi-objective stochastic programming for portfolio selection. (2007). El Fayedh, Rimeh ; ben Abdelaziz, Fouad ; Aouni, Belaid.
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32. Downside risk and asset pricing. (2006). Vliet, Pim ; Post, Thierry ; van Vliet, Pim.
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33. The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class. (2006). Peel, David ; Christodoulakis, George.
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35. Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion?. (2005). Rockinger, Michael ; Jondeau, Eric.
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37. A new foundation for the mean-variance analysis. (2004). Liu, Liping.
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38. DETERMINANTS OF THE FIRM’S CAPITAL STRUCTURE - THE CASE OF THE VERY SMALL ENTERPRISES. (2003). Barbosa, Evaldo ; CRISTIANA DE CASTRO MORAES, .
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39. Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets. (2003). Prakash, Arun ; Pactwa, Therese E. ; Chang, Chun-Hao.
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40. Taiwan stock market and four-moment asset pricing model. (2003). Srivastava, Suresh C. ; Hung, Ken ; Chiao, Chaoshin.
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41. Environmental constraints and sigmoid utility: implications for value, risk sensitivity, and social status. (2003). Frederick, William G. ; Kuznar, Lawrence A..
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42. Testing for Third-Order Stochastic Dominance with Diversification Possibilities. (2002). Post, G. T..
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43. Testing for Stochastic Dominance with Diversification Possibilities. (2001). Post, G. T..
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44. Using investment portfolio return to combine forecasts: A multiobjective approach. (2001). Leung, Mark T. ; Daouk, Hazem ; Chen, An-Sing.
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45. Lower partial moments as measures of perceived risk: An experimental study. (2000). Unser, Matthias .
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46. A comparison of procedures for estimating the parent probability distribution from a given set of fractiles. (2000). Kottas, John F. ; Lau, Hon-Shiang.
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47. Expected utility, skewness, and the baseball betting market. (1999). Woodland, Bill.
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48. Portfolio selection and skewness: Evidence from international stock markets. (1997). Prakash, Arun ; Hamid, Shahid ; Chunhachinda, Pornchai ; Dandapani, Krishnan.
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49. A multivariate test of the covariance-co-skewness restriction for the three moment CAPM. (1996). Moy, Ronald L. ; Lee, Cheng F..
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