Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1002/nav.1 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1002/NAV.1 / rank | |||
Normal rank | |||
Latest revision as of 21:32, 19 December 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
0 references
