Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework
Year of publication: |
2022
|
---|---|
Authors: | Mondal, Dipankar ; Selvaraju, N. |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 1436-6304, ZDB-ID 1467029-X. - Vol. 44.2022, 1, p. 225-248
|
Subject: | Lower partial moment | Convexity | Separation | Target return | Kappa ratio | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM |
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