Portfolio selection in downside risk optimization approach: application to the Hong Kong stock market
From MaRDI portal
Publication:4697856
DOI10.1080/00207729408949322zbMath0818.90007OpenAlexW2086227581WikidataQ126250930 ScholiaQ126250930MaRDI QIDQ4697856
Maychi Poon, Wuilam Wong, Yanchong Chan, Bruce R. Feiring
Publication date: 17 August 1995
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729408949322
Related Items (3)
Portfolio selection with higher moments ⋮ Dynamic portfolio management under competing representations ⋮ Heuristics for cardinality constrained portfolio optimization
This page was built for publication: Portfolio selection in downside risk optimization approach: application to the Hong Kong stock market
