Robust portfolio selection based on asymmetric measures of variability of stock returns.


https://doi.org/10.1016/j.cam.2009.06.010
@article{DBLP:journals/jcam/ChenT09, author = {Wei Chen and Shaohua Tan}, title = {Robust portfolio selection based on asymmetric measures of variability of stock returns}, journal = {J. Comput. Appl. Math.}, volume = {232}, number = {2}, pages = {295--304}, year = {2009}, url = {https://doi.org/10.1016/j.cam.2009.06.010}, doi = {10.1016/j.cam.2009.06.010}, timestamp = {Thu, 20 Feb 2020 11:35:31 +0100}, biburl = {https://dblp.org/rec/journals/jcam/ChenT09.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }

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