Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214)
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scientific article; zbMATH DE number 1642547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extending the MAD portfolio optimization model to incorporate downside risk aversion |
scientific article; zbMATH DE number 1642547 |
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Extending the MAD portfolio optimization model to incorporate downside risk aversion (English)
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9 September 2001
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portfolio optimization
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downside risk
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linear programming
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0.86700743
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0.8460215
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0.8351961
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