Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA

Computational Management Science

Volumn 6, Issue 4, 2009, Pages 459-475

  Le Thi, Hoai An ^a   Moeini, Mahdi ^a   Pham Dinh, Tao ^b  

^a UNIVERSITÉ DE LORRAINE   (France)

^b UNIVERSITÉ ET INSA DE ROUEN   (France)

Author keywords

Branch and Bound; DC programming; DCA; Downside risk; Portfolio selection

Indexed keywords

EID: 69249208530     PISSN: 1619697X     EISSN: 16196988     Source Type: Journal    
DOI: 10.1007/s10287-009-0098-3     Document Type: Article

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