Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework
Work
Year: 2021
Type: article
Source: OR Spectrum
Authors Dipankar Mondal, N. Selvaraju
Institution Indian Institute of Technology Guwahati
Cites: 26
Cited by:
Related to: 10
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Citation percentile (by year/subfield):
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed
Grant ID IF150121