Portfolio optimization in an upside potential and downside risk framework
Denisa Cumova; David Nawrocki
| Year of publication: |
2014
|
|---|---|
| Authors: | Čumova, Denisa ; Nawrocki, David N. |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 71.2014, p. 68-89
|
| Subject: | Portfolio optimization | Von Neumann and Morganstern utility theory | Lower partial moment | upper partial moment optimization formulation | Four utility cases | Portfolio-Management | Portfolio selection | Nutzen | Utility | Nutzentheorie | Utility theory | Erwartungsnutzen | Expected utility | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010389520