Pages that link to "Item:Q5460659"
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The following pages link to Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659):
Displayed 3 items.
- Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)