Portfolio optimization in a mean-semivariance framework
Year of publication: |
2011
|
---|---|
Authors: | Boasson, Vigdis ; Boasson, Emil ; Zhou, Zhaoxin |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 8.2011, 3, p. 58-68
|
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risikomanagement | Risk management |
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