Optimal portfolios with downside risk

Fima Klebaner, Zinoviy Landsman, Udi Makov, Jing Yao

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)315-325
Number of pages11
JournalQuantitative Finance
Volume17
Issue number3
Early online date19 Jul 2016
DOIs
Publication statusPublished - 4 Mar 2017

ASJC Scopus subject areas

  • Finance
  • Economics, Econometrics and Finance(all)

Cite this

Klebaner, Fima ; Landsman, Zinoviy ; Makov, Udi ; Yao, Jing. / Optimal portfolios with downside risk. In: Quantitative Finance. 2017 ; Vol. 17, No. 3. pp. 315-325.
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Klebaner, F, Landsman, Z, Makov, U & Yao, J 2017, 'Optimal portfolios with downside risk', Quantitative Finance, vol. 17, no. 3, pp. 315-325. https://doi.org/10.1080/14697688.2016.1197411

Optimal portfolios with downside risk. / Klebaner, Fima; Landsman, Zinoviy; Makov, Udi; Yao, Jing.

In: Quantitative Finance, Vol. 17, No. 3, 04.03.2017, p. 315-325.

Research output: Contribution to journalArticle

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AU - Klebaner, Fima

AU - Landsman, Zinoviy

AU - Makov, Udi

AU - Yao, Jing

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DO - 10.1080/14697688.2016.1197411

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VL - 17

SP - 315

EP - 325

JO - Quantitative Finance

JF - Quantitative Finance

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