Pages that link to "Item:Q5460659"
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The following pages link to Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659):
Displayed 10 items.
- Dynamic allocations for currency futures under switching regimes signals (Q323115) (← links)
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641) (← links)
- A multi-objective approach to the cash management problem (Q1615974) (← links)
- A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
- A note on a mean-lower partial moment CAPM without risk-free asset (Q2294314) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
- Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)