Robust portfolio selection based on asymmetric measures of variability of stock returns
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Publication:843134
DOI10.1016/j.cam.2009.06.010zbMath1181.91290MaRDI QIDQ843134
Publication date: 29 September 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2009.06.010
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