Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips |
scientific article |
Statements
Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (English)
0 references
7 August 2013
0 references
banking management and funds
0 references
portfolio selection
0 references
downside risk
0 references
efficient frontiers
0 references
semivariance
0 references
Dow Jones
0 references
0 references
0 references
