Portfolio Optimization under Lower Partial Risk Measures

Author: Konno H.  

Publisher: Springer Publishing Company

ISSN: 1387-2834

Source: Financial Engineering and the Japanese Markets, Vol.9, Iss.2, 2002-01, pp. : 127-140

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract