Portfolio optimization based on downside risk : a mean-semivariance efficient frontier from Dow Jones blue chips
D. Pla-Santamaria, M. Bravo
| Year of publication: |
2013
|
|---|---|
| Authors: | Pla-Santamaria, David ; Bravo, Milagros |
| Published in: |
Operations research models in banking management. - New York, NY : Springer. - 2013, p. 189-201
|
| Subject: | Bankmanagement | Bank management | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009739299