Interval-valued upside potential and downside risk portfolio optimisation
Year of publication: |
2017
|
---|---|
Authors: | Kaucic, Massimiliano ; Daris, Roberto |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 30.2017, 1,2, p. 1406-1426
|
Subject: | Portfolio selection | imprecise forecast | interval optimisation | M.O.E.A./D. | F.T.S.E. M.I.B. Index | Portfolio-Management | Theorie | Theory | Prognoseverfahren | Forecasting model | Mathematische Optimierung | Mathematical programming | Risiko | Risk |
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