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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+An extension of Sharpe's single-index model: portfolio selection with expert betas
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+A novel algorithm for uncertain portfolio selection
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+Portfolio optimization under lower partial risk measures
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+A novel hybrid model for portfolio selection
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+Q3155247
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+Risk Aversion in the Small and in the Large
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+Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
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+Fuzzy portfolio optimization under downside risk measures
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