A data-driven optimization heuristic for downside risk minimization

Manfred Gilli; Evis Kellezi; Hilda Hysi

Year of publication:	2006
Other Persons:	Gilli, Manfred (contributor) ; Kellezi, Evis (contributor) ; Hysi, Hilda (contributor)
Publisher:	Genève : Swiss Finance Inst.
Subject:	Portfolio-Management \| Portfolio selection \| Risiko \| Risk \| Heuristik \| Heuristics \| Dynamische Optimierung \| Dynamic programming

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