Robust portfolio selection under downside risk measures (Q3650968)

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Robust portfolio selection under downside risk measures
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    title
    Robust portfolio selection under downside risk measures (English)
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    author
    Li, Duan
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    publication date
    7 December 2009
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    zbMATH DE Number
    5643224
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    zbMATH Keywords
    portfolio selection
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    downside risk
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    lower-partial moment
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    robust optimization
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