Portfolio selection in downside risk optimization approach: application to the Hong Kong stock market

From MaRDI portal

Revision as of 19:26, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4697856

Jump to:navigation, search

DOI10.1080/00207729408949322zbMath0818.90007OpenAlexW2086227581WikidataQ126250930 ScholiaQ126250930MaRDI QIDQ4697856

Maychi Poon, Wuilam Wong, Yanchong Chan, Bruce R. Feiring

Publication date: 17 August 1995

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729408949322

zbMATH Keywords

portfolio selection Markowitz mean-variance model downside risk optimization

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (3)

Portfolio selection with higher moments ⋮ Dynamic portfolio management under competing representations ⋮ Heuristics for cardinality constrained portfolio optimization

This page was built for publication: Portfolio selection in downside risk optimization approach: application to the Hong Kong stock market

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4697856&oldid=18927570"