Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214): Difference between revisions
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Revision as of 08:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extending the MAD portfolio optimization model to incorporate downside risk aversion |
scientific article |
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Extending the MAD portfolio optimization model to incorporate downside risk aversion (English)
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9 September 2001
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portfolio optimization
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downside risk
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linear programming
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