Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA

Hoai An Le Thi, Mahdi Moeini () and Tao Pham Dinh ()

Computational Management Science, 2009, vol. 6, issue 4, 459-475

Keywords: Portfolio selection; Downside risk; DC programming; DCA; Branch-and-Bound; 90C11; 90C26; 91B28 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10287-009-0098-3

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