Asset Pricing Through Capital Market Curve
Author:
Publisher
Springer Singapore
Link
http://link.springer.com/content/pdf/10.1007/978-981-13-0872-7_18
Reference17 articles.
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3. Bertsimas D, Lauprete GJ, Samarov A (2004) Shortfall as a risk measure: properties, optimization and applications. J Econ Dyn Control 28(7):1353–1381
4. Brogan AJ, Stidham S Jr (2005) A note on separation in mean-lower-partial-moment portfolio optimization with fixed and moving targets. IIE Trans 37(10):901–906
5. Fishburn PC (1977) Mean-risk analysis with risk associated with below-target returns. Am Econ Rev 67(2):116–126
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