"Construction of a portfolio with shorter downside tail and longer upside tail."

Hiroshi Konno, Katsuhiro Tanaka, Rei Yamamoto (2011)

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DOI: 10.1007/S10589-009-9255-4

access: closed

type: Journal Article

metadata version: 2020-07-14

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Hiroshi Konno, Katsuhiro Tanaka, Rei Yamamoto:
Construction of a portfolio with shorter downside tail and longer upside tail. Comput. Optim. Appl. 48(2): 199-212 (2011)

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