"Mean-semivariance portfolio optimization using minimum average partial."

Andrea Rigamonti, Katarína Lucivjanská (2024)

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DOI: 10.1007/S10479-022-04736-X

access: open

type: Journal Article

metadata version: 2024-06-08

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Andrea Rigamonti, Katarína Lucivjanská:
Mean-semivariance portfolio optimization using minimum average partial. Ann. Oper. Res. 334(1): 185-203 (2024)

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