An enhanced model for portfolio choice with SSD criteria: a constructive approach (Q4911227)

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scientific article; zbMATH DE number 6144874
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English
An enhanced model for portfolio choice with SSD criteria: a constructive approach
scientific article; zbMATH DE number 6144874

    Statements

    title
    An enhanced model for portfolio choice with SSD criteria: a constructive approach (English)
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    author
    Csaba I. Fábián
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    Gautam Mitra
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    Diana Roman
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    Victor Zverovich
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    publication date
    14 March 2013
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    zbMATH Keywords
    computational finance
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    asset allocation
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    downside risk
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    choice models
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    financial modelling
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    portfolio optimization
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    risk measures
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    90C29
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    60E15
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    zbMATH DE Number
    6144874
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    OpenAlex ID
    W1999305792
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