Conditional mean-variance and mean-semivariance models in portfolio optimization
نویسندگان
چکیده
منابع مشابه
Portfolio performance evaluation in modified mean-variance models
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ژورنال
عنوان ژورنال: Journal of Statistics and Management Systems
سال: 2020
ISSN: 0972-0510,2169-0014
DOI: 10.1080/09720510.2020.1721931