Robust portfolio selection under downside risk measures
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Publication:3650968
DOI10.1080/14697680902852746zbMath1180.91280OpenAlexW1971209382WikidataQ57445466 ScholiaQ57445466MaRDI QIDQ3650968
Li, Duan, Shou-Yang Wang, Shu-Shang Zhu
Publication date: 7 December 2009
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680902852746
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Uses Software
Cites Work
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