Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Approximating the optimum portfolio for an investor with particular preferences / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Comparison of Alternative Utility Functions in Portfolio Selection Problems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4001511 / rank | |||
Normal rank |
Latest revision as of 13:26, 10 June 2024
scientific article; zbMATH DE number 2187491
Language | Label | Description | Also known as |
---|---|---|---|
English | Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection |
scientific article; zbMATH DE number 2187491 |
Statements
Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (English)
0 references
18 July 2005
0 references
covariance matrix
0 references
parametric quadratic programming
0 references
portfolio semivariance
0 references
risk measures
0 references