Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349): Difference between revisions
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Revision as of 07:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips |
scientific article |
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Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (English)
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7 August 2013
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banking management and funds
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portfolio selection
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downside risk
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efficient frontiers
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semivariance
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Dow Jones
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