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scientific article; zbMATH DE number 5681735
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scientific article; zbMATH DE number 5681735

    Statements

    author
    Adli Mustafa
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    Khlipah Ibrahim
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    Anton Abdulbasah Kamil
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    publication date
    15 March 2010
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    Mathematics Subject Classification ID
    91G10
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    90C15
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    90C05
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    zbMATH DE Number
    5681735
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    zbMATH Keywords
    portfolio optimization
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    maximum semi deviation measure
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    downside risk
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    stochastic linear programming
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