Subject
Applied Mathematics,Computational Mathematics
Reference24 articles.
1. Portfolio selection;Markowitz;J. Financ.,1952
2. Mean-risk analysis with risk associated with below-target returns;Fishburn;Amer. Econ. Rev.,1977
3. Piecewise linear risk function and portfolio optimization;Konno;J. Oper. Res. Soc. Jpn.,1990
4. Mean-absolute deviation portfolio optimization model and its application to Tokyo stock market;Konno;Manage. Sci.,1991
5. From stochastic dominance mean-risk model: semi-deviation as risk measure;Ogryczak;Eur. J. Oper. Res.,1999
Cited by
27 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