Optimal portfolios with downside risk

Fima Klebaner, Zinoviy Landsman, Udi Makov, Jing Yao*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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

ASJC Scopus subject areas

  • Finance
  • Economics, Econometrics and Finance(all)

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