Non-separation in the mean -- lower-partial-moment portfolio optimization problem

DOI10.1016/j.ejor.2006.11.028zbMath1168.91377OpenAlexW2023274081MaRDI QIDQ2384636

Shaler jun. Stidham, Anita J. Brogan

Publication date: 10 October 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.11.028

zbMATH Keywords

Portfolioseparationlower partial moment

Mathematics Subject Classification ID

Portfolio theory (91G10)

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