Pages that link to "Item:Q5460659"
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The following pages link to Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659):
Displaying 25 items.
- Dynamic allocations for currency futures under switching regimes signals (Q323115) (← links)
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641) (← links)
- Multi-period semi-variance portfolio selection: model and numerical solution (Q990653) (← links)
- Variance vs downside risk: Is there really that much difference? (Q1296359) (← links)
- Computation of mean-semivariance efficient sets by the critical line algorithm (Q1313166) (← links)
- Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier (Q1615819) (← links)
- A multi-objective approach to the cash management problem (Q1615974) (← links)
- Usage of Cholesky decomposition in order to decrease the nonlinear complexities of some nonlinear and diversification models and present a model in framework of mean-semivariance for portfolio performance evaluation (Q1748503) (← links)
- A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
- A note on a mean-lower partial moment CAPM without risk-free asset (Q2294314) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
- Portfolio selection with a new definition of risk (Q2462128) (← links)
- Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model (Q2673284) (← links)
- Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
- Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)
- Portfolio selection in downside risk optimization approach: application to the Hong Kong stock market (Q4697856) (← links)
- Modeling and solving portfolio selection problems based on PVaR (Q4957247) (← links)
- The mixture of fundamental indexing and minimum semi-variance portfolio selection (Q5017228) (← links)
- A NOTE ON SEMIVARIANCE (Q5472776) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
- Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas (Q6160196) (← links)
- Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach (Q6160277) (← links)