Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips
| Year of publication: |
2013
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|---|---|
| Authors: | Pla-Santamaria, D. ; Bravo, M. |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 205.2013, 1, p. 189-201
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