The Downside Risk Optimal Portfolio Selection Problem.

Kamil, Anton Abdulbasah (2005) The Downside Risk Optimal Portfolio Selection Problem. In: Proceedings Of The 1st IMT-GT Regional Conference On Mathematics,Statistics And Their Applications, 13-15 June 2005, Lake Toba, Indonesia. (Submitted)

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Abstract

One of the basic problems of applied finance is the optimal selection of stocks with aim of maximizing future returns minimizing the risk using a specified risk aversion factor.

Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > QA Mathematics
Divisions: Pusat Pengajian Sains Matematik (School of Mathematical Sciences)
Depositing User: ARKM Al Rashid Automasi
Date Deposited: 01 Jul 2008 06:44
Last Modified: 13 Jul 2013 00:36
URI: http://eprints.usm.my/id/eprint/435

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