A simple approximation for semivariance-Reference-Cited by-同舟云学术

A simple approximation for semivariance

Published:1986-12 Issue:3 Volume:27 Page:364-370
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Choobineh F.,Branting D.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference13 articles.

1. The extension of portfolio analysis to three or more parameters;Jean;Journal of Financial and Quantitative Analysis,1971

2. More on multidimensional portfolio analysis;Jean;Journal of Financial and Quantitative Analysis,1973

3. Pricing objectives in large companies;Lanzilotti;American Economic Review,1958

4. Investment and portfolio analysis;Levy,1972

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