Robust portfolio selection under downside risk measures (Q3650968): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio selection under downside risk measures |
scientific article |
Statements
Robust portfolio selection under downside risk measures (English)
0 references
7 December 2009
0 references
portfolio selection
0 references
downside risk
0 references
lower-partial moment
0 references
robust optimization
0 references
