Downside risk optimization with random targets and portfolio amplitude
Zinoviy Landsman, Udi Makov, Jing Yao and Ming Zhou
| Year of publication: |
2022
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|---|---|
| Authors: | Landsman, Zinoviy ; Makov, Udi ; Yao, Jing ; Zhou, Ming |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 28.2022, 16, p. 1642-1663
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| Subject: | downside risk | investment behavior | portfolio amplitude | Portfolio management | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Theorie | Theory | Anlageverhalten | Behavioural finance | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.1991421 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013532255