Work

Mean-Semivariance Optimization: A Heuristic Approach

Year: 2007

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1028206

Author: Javier Estrada

Institution: IESE Business School

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124075192

Cites: 19

Cited by: 114

Related to: 10