Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659): Difference between revisions
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Latest revision as of 13:26, 10 June 2024
scientific article; zbMATH DE number 2187491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection |
scientific article; zbMATH DE number 2187491 |
Statements
Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (English)
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18 July 2005
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covariance matrix
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parametric quadratic programming
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portfolio semivariance
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risk measures
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