Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA
| Year of publication: |
2009
|
|---|---|
| Authors: | Thi, Hoai Le ; Moeini, Mahdi ; Dinh, Tao Pham |
| Published in: |
Computational Management Science. - Springer. - Vol. 6.2009, 4, p. 459-475
|
| Publisher: |
Springer |
| Subject: | Portfolio selection | Downside risk | DC programming | DCA | Branch-and-Bound |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005014972