Mean-semivariance portfolio optimization using minimum average partial (Q6547044)
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scientific article; zbMATH DE number 7856447
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| English | Mean-semivariance portfolio optimization using minimum average partial |
scientific article; zbMATH DE number 7856447 |
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Mean-semivariance portfolio optimization using minimum average partial (English)
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30 May 2024
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semivariance
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principal component analysis
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minimum average partial
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parameter uncertainty
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portfolio optimization
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downside risk
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0.7952572703361511
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0.7870944738388062
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