Publication:5189301
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zbMath1187.91201MaRDI QIDQ5189301
Khlipah Ibrahim, Adli Mustafa, Anton Abdulbasah Kamil
Publication date: 15 March 2010
Full work available at URL: http://www.scipub.org/scipub/back_issue.php?j_id=jms2
portfolio optimization; downside risk; stochastic linear programming; maximum semi deviation measure