The following pages link to A NOTE ON SEMIVARIANCE (Q5472776):
Displaying 7 items.
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Mean-semivariance optimality for continuous-time Markov decision processes (Q2328123) (← links)
- Non-separation in the mean -- lower-partial-moment portfolio optimization problem (Q2384636) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
- A Note on Semivariogram (Q2963081) (← links)
- Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)