Pages that link to "Item:Q2741214"
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The following pages link to Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214):
Displayed 5 items.
- Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
- On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
- Mean-absolute deviation portfolio optimization problem (Q3534458) (← links)
- An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)