Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349)

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Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips
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    Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (English)
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    7 August 2013
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    banking management and funds
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    portfolio selection
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    downside risk
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    efficient frontiers
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    semivariance
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    Dow Jones
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