Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2048883691 / rank | |||
Normal rank | |||
Revision as of 22:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extending the MAD portfolio optimization model to incorporate downside risk aversion |
scientific article |
Statements
Extending the MAD portfolio optimization model to incorporate downside risk aversion (English)
0 references
9 September 2001
0 references
portfolio optimization
0 references
downside risk
0 references
linear programming
0 references
