The benefits of differential variance-based constraints in portfolio optimization (Q2514708): Difference between revisions

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+Impossible Frontiers
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+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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+A minimax portfolio selection strategy with equilibrium
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+Variance vs downside risk: Is there really that much difference?
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+The Efficiency Analysis of Choices Involving Risk
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+Portfolio selection with a new definition of risk
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+Two new models for portfolio selection with stochastic returns taking fuzzy information
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+Mean–variance efficient portfolios with many assets: 50% short
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+Computation of mean-semivariance efficient sets by the critical line algorithm
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