Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA
Hoai An Le Thi; Mahdi Moeini; Tao Pham Dinh
| Year of publication: |
2009
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|---|---|
| Authors: | Le Thi Hoai An ; Moeini, Mahdi ; Pham Dinh Tao |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 6.2009, 4, p. 459-475
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| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory | Risiko | Risk |
| 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://ebvufind01.dmz1.zbw.eu/10003881967