A note on separation in mean-lower-partial-moment portfolio...

A note on separation in mean-lower-partial-moment portfolio optimization with fixed and moving targets

Brogan, Anita, Stidham, Shaler
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Volume:
37
Language:
english
Journal:
IIE Transactions
DOI:
10.1080/07408170591007803
Date:
October, 2005
File:
PDF, 185 KB
english, 2005
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