Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349): Difference between revisions

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+A fuzzy goal programming approach to portfolio selection
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+Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection
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+Stochastic programming with fuzzy linear partial information on probability distribution
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+Multi-objective stochastic programming for portfolio selection
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+Fuzzy portfolio optimization under downside risk measures
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