An enhanced model for portfolio choice with SSD criteria: a constructive approach
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Publication:4911227
DOI10.1080/14697680903493607zbMath1258.91195OpenAlexW1999305792MaRDI QIDQ4911227
Diana Roman, Gautam Mitra, Csaba I. Fábián, Victor Zverovich
Publication date: 14 March 2013
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/9052
portfolio optimizationrisk measuresdownside riskcomputational financeasset allocationfinancial modellingchoice models
Inequalities; stochastic orderings (60E15) Multi-objective and goal programming (90C29) Portfolio theory (91G10)
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Uses Software
Cites Work
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