Optimal portfolios with downside risk

Fima Klebaner; Zinoviy Landsman; Udi Makov; Jing Yao

doi:10.1080/14697688.2016.1197411

Optimal portfolios with downside risk

Fima Klebaner
, Zinoviy Landsman
, Udi Makov
, Jing Yao

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	315-325
Number of pages	11
Journal	Quantitative Finance
Volume	17
Issue number	3
DOIs	https://doi.org/10.1080/14697688.2016.1197411
State	Published - 4 Mar 2017

ASJC Scopus subject areas

Finance
General Economics, Econometrics and Finance

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10.1080/14697688.2016.1197411

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author = "Fima Klebaner and Zinoviy Landsman and Udi Makov and Jing Yao",

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T1 - Optimal portfolios with downside risk

AU - Klebaner, Fima

AU - Landsman, Zinoviy

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SP - 315

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Optimal portfolios with downside risk

ASJC Scopus subject areas

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