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

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

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
Times cited : (31)

References (20)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.