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Utility-Deviation-Risk Portfolio Selection - MaRDI portal

Utility-Deviation-Risk Portfolio Selection (Q5270329)

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scientific article; zbMATH DE number 6734863
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English
Utility-Deviation-Risk Portfolio Selection
scientific article; zbMATH DE number 6734863

    Statements

    title
    Utility-Deviation-Risk Portfolio Selection (English)
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    publication date
    23 June 2017
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    zbMATH Keywords
    nonlinear moment problem
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    deviation risk function
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    downside deviation risk
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    portfolio selection
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    semivariance
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    cites work
    Q3782303
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    A NOTE ON SEMIVARIANCE
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    Q4368791
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    Q3159347
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    Identifiers

    DOI
    10.1137/140986256
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    Mathematics Subject Classification ID
    91G10
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    91G70
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    93E20
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    zbMATH DE Number
    6734863
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    OpenAlex ID
    W2627013288
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