Computing optimal mean/downside risk frontiers : the role of ellipticity
Year of publication: |
2010
|
---|---|
Authors: | Hall, Tony ; Satchell, Stephen |
Published in: |
Optimizing optimization : the next generation of optimization applications and theory. - Amsterdam [u.a.] : Academic, ISBN 0-12-374952-2. - 2010, p. 179-199
|
Subject: | Theorie | Theory | Risiko | Risk | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
-
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
-
Uncertain portfolio optimization
Qin, Zhongfeng, (2016)
-
Uncertain Portfolio Optimization
Qin, Zhongfeng, (2016)
- More ...
-
MacTaggart, Douglas, (1993)
-
Baumann, Carol, (2012)
-
Leadership illusion : the importance of context and connections
Hall, Tony, (2010)
- More ...