Extending the MAD Portfolio Optimization Model to Incorporate Downside Risk Aversion.
| Year of publication: |
1998-06
|
|---|---|
| Authors: | Michalowski, W. ; Ogryczak, W. |
| Institutions: | International Institute for Applied Systems Analysis (IIASA) |
| Extent: | application/pdf application/postscript |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10005837829