Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection
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Publication:5460659
DOI10.1080/1350486042000254015zbMath1113.91018OpenAlexW2055151934MaRDI QIDQ5460659
Publication date: 18 July 2005
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486042000254015
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