Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

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

    Statements

    Extending the MAD portfolio optimization model to incorporate downside risk aversion (English)
    0 references
    0 references
    0 references
    9 September 2001
    0 references
    portfolio optimization
    0 references
    downside risk
    0 references
    linear programming
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references