| Original language | English |
|---|---|
| Pages (from-to) | 315-325 |
| Number of pages | 11 |
| Journal | Quantitative Finance |
| Volume | 17 |
| Issue number | 3 |
| DOIs | |
| State | Published - 4 Mar 2017 |
ASJC Scopus subject areas
- Finance
- General Economics, Econometrics and Finance
Optimal portfolios with downside risk
Fima Klebaner, Zinoviy Landsman, Udi Makov, Jing Yao
Research output: Contribution to journal › Article › peer-review