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^*

^*Corresponding author for this work

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

25 Citations (Scopus)

Original language	English
Pages (from-to)	315-325
Number of pages	11
Journal	Quantitative Finance
Volume	17
Issue number	3
Early online date	19 Jul 2016
DOIs	https://doi.org/10.1080/14697688.2016.1197411
Publication status	Published - 4 Mar 2017

ASJC Scopus subject areas

Finance
Economics, Econometrics and Finance(all)

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10.1080/14697688.2016.1197411

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T1 - Optimal portfolios with downside risk

AU - Klebaner, Fima

AU - Landsman, Zinoviy

AU - Makov, Udi

AU - Yao, Jing

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UR - https://www.scopus.com/pages/publications/84978708959

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VL - 17

SP - 315

EP - 325

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Optimal portfolios with downside risk

ASJC Scopus subject areas

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