View source for Publication:5460659
From MaRDI portal
← Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection
Publication:5460659
Publication:5460659
You do not have permission to edit this page, for the following reasons:
You can view and copy the source of this page.
Templates used on this page:
- Template:Badge (view source)
- Template:Publication (view source)
- Module:BacklinksList (view source)
- Module:HelperMethods (view source)
- Module:PublicationAuthorList (view source)
- Module:PublicationCitesWork (view source)
- Module:PublicationJournalEntry (view source)
- Module:PublicationKeywordList (view source)
- Module:PublicationMSCList (view source)
- Module:PublicationUsesSoftwareList (view source)
- Module:Wd (view source)
- Module:Wd/i18n (view source)
Return to Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection.
