Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA (Q1035284)
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scientific article; zbMATH DE number 5624145
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| English | Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA |
scientific article; zbMATH DE number 5624145 |
Statements
Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA (English)
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2 November 2009
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portfolio selection
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downside risk
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DC programming
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DCA
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branch-and-bound
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0.8623742461204529
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0.8298747539520264
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0.809848964214325
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0.8064948916435242
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