A downside risk approach to asset allocation
Bruce A. Murtagh
| Year of publication: |
1995
|
|---|---|
| Authors: | Murtagh, Bruce A. |
| Institutions: | Graduate School of Management <North Ryde> (contributor) |
| Publisher: |
[North Ryde], New South Wales : Graduate School of Management |
| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Extent: | 17, [3] Bl. : graph. Darst |
|---|---|
| Series: | The Macquarie management papers : a working paper series. - [North Ryde], New South Wales : Graduate School of Management, ISSN 1038-4723, ZDB-ID 2961518-5. - Vol. 32 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000934115