Work

Portfolio optimization in an upside potential and downside risk framework

Year: 2013

Type: article

Source: Journal of Economics and Business

DOI: 10.1016/j.jeconbus.2013.08.001

Authors: Denisa Cumova, David Nawrocki

Institution: Villanova University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2155169482

FWCI: 5.92

Cites: 79

Cited by: 52

Related to: 10