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Article Dans Une Revue Computational Management Science Année : 2009

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

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hal-01636746 , version 1 (16-11-2017)

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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, 2009, 6 (4), pp.459 - 475. ⟨10.1007/s10287-009-0098-3⟩. ⟨hal-01636746⟩
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