Funder
Ministry of Education of China
Beijing Municipal Excellent Talents
Subject
Condensed Matter Physics,Statistics and Probability
Reference68 articles.
1. Portfolio selection;Markowitz;J. Finance,1952
2. Variance vs downside risk: is there really that much difference?;Grootveld;European J. Oper. Res.,1999
3. Safety-first and the holding of assets;Roy;Econometrica,1952
4. Portfolio Selection: Efficient Diversification of Investments;Markowitz,1959
5. Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market;Konno;Manage. Sci.,1991
Cited by
71 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献