Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349)
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scientific article; zbMATH DE number 6196260
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| English | Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips |
scientific article; zbMATH DE number 6196260 |
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Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (English)
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7 August 2013
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banking management and funds
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portfolio selection
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downside risk
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efficient frontiers
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semivariance
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Dow Jones
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0.8789702653884888
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0.8208746314048767
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0.7951465845108032
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0.7839801907539368
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