Robust portfolio selection under downside risk measures (Q3650968)

From MaRDI portal
Revision as of 22:20, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Robust portfolio selection under downside risk measures
scientific article

    Statements

    Robust portfolio selection under downside risk measures (English)
    0 references
    0 references
    0 references
    0 references
    7 December 2009
    0 references
    0 references
    portfolio selection
    0 references
    downside risk
    0 references
    lower-partial moment
    0 references
    robust optimization
    0 references
    0 references