Optimal algorithms and lower partial moment: Ex post results.

Portofolio management in the finance literature has typically used optimization algorithms to determine security allocations within a portfolio in order to obtain the best trade-off between risk and return. These algorithms, despite some improvements, are restrictive in terms of an investor's risk a...

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Bibliographic Details
Main Author: Nawrocki, David.
Format: Villanova Faculty Authorship
Language:English
Published: 1991
Online Access:http://ezproxy.villanova.edu/login?url=https://digital.library.villanova.edu/Item/vudl:178246