Fundamental portfolio construction based on semi-variance
Year of publication: |
2013
|
---|---|
Authors: | Rutkowska-Ziarko, Anna |
Published in: |
Olsztyn economic journal. - Olsztyn : Wydawn. UWM, ISSN 1897-2721, ZDB-ID 2532760-4. - Vol. 8.2013, 2, p. 151-162
|
Subject: | Markowitz model | fundamental portfolio | semi-variance | Mahalanobis distance | Portfolio-Management | Portfolio selection | Theorie | Theory |
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