Extending the MAD portfolio optimization model to incorporate downside risk aversion

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Title: Extending the MAD portfolio optimization model to incorporate downside risk aversion
Authors: Michalowski, Wojtek
Ogryczak, Wlodzimierz
Date: 2000
URL: http://hdl.handle.net/10393/19038
CollectionTelfer - Documents de travail // Telfer - Working Papers
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