The Downside Risk Optimal Portfolio Selection Problem.
One of the basic problems of applied finance is the optimal selection of stocks with aim of maximizing future returns minimizing the risk using a specified risk aversion factor.
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2005
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| Online Access: | http://eprints.usm.my/435/ http://eprints.usm.my/435/1/The_Downside_Risk_Optimal_Portfolio_Selection_Problem.pdf |
| Summary: | One of the basic problems of applied finance is the optimal selection of stocks with aim of maximizing future returns minimizing the risk using a specified risk aversion factor. |
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