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

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https://hal.univ-lorraine.fr/hal-01636746
Contributor : Hoai An Le Thi Connect in order to contact the contributor
Submitted on : Thursday, November 16, 2017 - 10:32:40 PM
Last modification on : Wednesday, March 2, 2022 - 9:42:12 AM

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Hoai An Le Thi, Mahdi Moeini, Tao Pham Dinh. Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA. Computational Management Science, Springer Verlag, 2009, 6 (4), pp.459 - 475. ⟨10.1007/s10287-009-0098-3⟩. ⟨hal-01636746⟩

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