The Downside Risk Optimal Portfolio Selection Problem.

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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.

Bibliographic Details
Main Author:	Kamil, Anton Abdulbasah
Format:	Conference or Workshop Item
Language:	English
Published:	2005
Subjects:	QA Mathematics
Online Access:	http://eprints.usm.my/435/ http://eprints.usm.my/435/1/The_Downside_Risk_Optimal_Portfolio_Selection_Problem.pdf

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