Portfolio optimization in a mean-semivariance framework

Published November 15, 2011
Author(s)
Vigdis Boasson , Emil Boasson , Zhao Zhou
Article Info
Volume 8 2011, Issue #3
TO CITE

995 Views
2652 Downloads

References
0
Tables
0
Figures
0

Download Preview

Close

Investment Management and Financial Innovations

Investment Management and Financial Innovations

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept