Portfolio selection in downside risk optimization approach: application to the Hong Kong stock market (Q4697856)
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scientific article; zbMATH DE number 749598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection in downside risk optimization approach: application to the Hong Kong stock market |
scientific article; zbMATH DE number 749598 |
Statements
Portfolio selection in downside risk optimization approach: application to the Hong Kong stock market (English)
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17 August 1995
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portfolio selection
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Markowitz mean-variance model
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downside risk optimization
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