Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips
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Publication:2393349
DOI10.1007/s10479-012-1243-xzbMath1269.91079OpenAlexW2053793462MaRDI QIDQ2393349
David Pla-Santamaria, Mila Bravo
Publication date: 7 August 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10251/37842
portfolio selectiondownside riskefficient frontierssemivariancebanking management and fundsDow Jones
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