Portfolio optimization based on downside risk: A mean-semivariance efficient frontier from Dow Jones blue chips

Annals of Operations Research

Volumn 205, Issue 1, 2013, Pages 189-201

  Pla Santamaria, D ^a   Bravo, M ^a  

^a UNIVERSITAT POLITÈCNICA DE VALÈNCIA   (Spain)

Author keywords

Banking management and funds; Dow Jones; Downside risk; Efficient frontiers; Portfolio selection; Semivariance

Indexed keywords

EID: 84876172298     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-012-1243-x     Document Type: Article

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