A note on semivariance
Hanqing Jin; Harry Markowitz; Xun Yu Zhou
| Year of publication: |
2006
|
|---|---|
| Authors: | Jin, Hanqing ; Markowitz, Harry ; Zhou, Xun Yu |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 16.2006, 1, p. 53-61
|
| Subject: | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance | Theorie | Theory |
| 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/10003336783