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.
| Main Author: | |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2005
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| Subjects: | |
| Online Access: | http://eprints.usm.my/435/ http://eprints.usm.my/435/1/The_Downside_Risk_Optimal_Portfolio_Selection_Problem.pdf |
| _version_ | 1848868432482664448 |
|---|---|
| author | Kamil, Anton Abdulbasah |
| author_facet | Kamil, Anton Abdulbasah |
| author_sort | Kamil, Anton Abdulbasah |
| building | USM Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-15T14:52:18Z |
| format | Conference or Workshop Item |
| id | usm-435 |
| institution | Universiti Sains Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T14:52:18Z |
| publishDate | 2005 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | usm-4352013-07-13T00:36:49Z http://eprints.usm.my/435/ The Downside Risk Optimal Portfolio Selection Problem. Kamil, Anton Abdulbasah QA Mathematics 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. 2005-06 Conference or Workshop Item PeerReviewed application/pdf en http://eprints.usm.my/435/1/The_Downside_Risk_Optimal_Portfolio_Selection_Problem.pdf Kamil, Anton Abdulbasah (2005) The Downside Risk Optimal Portfolio Selection Problem. In: Proceedings Of The 1st IMT-GT Regional Conference On Mathematics,Statistics And Their Applications, 13-15 June 2005, Lake Toba, Indonesia. (Submitted) |
| spellingShingle | QA Mathematics Kamil, Anton Abdulbasah 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/435/ http://eprints.usm.my/435/1/The_Downside_Risk_Optimal_Portfolio_Selection_Problem.pdf |