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 14:44
    Last Modified: 13 Jul 2013 08:36
    URI: http://eprints.usm.my/id/eprint/435

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