The Downside Risk Optimal Portfolio Selection Problem
| Main Authors: | , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2005
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| Subjects: | |
| Online Access: | http://eprints.usm.my/117/ http://eprints.usm.my/117/1/The_Downside_Risk_Optimal_Portfolio_Selection_Problem.pdf |
| _version_ | 1848868339843072000 |
|---|---|
| author | Kamil, Anton Abdulbasah Ibrahim, Khalipah |
| author_facet | Kamil, Anton Abdulbasah Ibrahim, Khalipah |
| author_sort | Kamil, Anton Abdulbasah |
| building | USM Institutional Repository |
| collection | Online Access |
| first_indexed | 2025-11-15T14:50:50Z |
| format | Conference or Workshop Item |
| id | usm-117 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T14:50:50Z |
| publishDate | 2005 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-1172013-07-13T00:34:27Z http://eprints.usm.my/117/ The Downside Risk Optimal Portfolio Selection Problem Kamil, Anton Abdulbasah Ibrahim, Khalipah QA Mathematics 2005-06-13 Conference or Workshop Item PeerReviewed application/pdf en http://eprints.usm.my/117/1/The_Downside_Risk_Optimal_Portfolio_Selection_Problem.pdf Kamil, Anton Abdulbasah and Ibrahim, Khalipah (2005) The Downside Risk Optimal Portfolio Selection Problem. In: IRCMSA 2005 PROCEEDINGS : Proceedings of the 1st IMT-GT Regional Conference on Mathematics Statistics and Their Applications, 13 - 15 June 2005, Parapat, Lake Toba, North Sumatera, Indonesia. |
| spellingShingle | QA Mathematics Kamil, Anton Abdulbasah Ibrahim, Khalipah The Downside Risk Optimal Portfolio Selection Problem |
| title | The Downside Risk Optimal Portfolio Selection Problem |
| title_full | The Downside Risk Optimal Portfolio Selection Problem |
| title_fullStr | The Downside Risk Optimal Portfolio Selection Problem |
| title_full_unstemmed | The Downside Risk Optimal Portfolio Selection Problem |
| title_short | The Downside Risk Optimal Portfolio Selection Problem |
| title_sort | downside risk optimal portfolio selection problem |
| topic | QA Mathematics |
| url | http://eprints.usm.my/117/ http://eprints.usm.my/117/1/The_Downside_Risk_Optimal_Portfolio_Selection_Problem.pdf |