Risk discriminating portfolio optimization

Amit Deshpande, Brian Ertley, Mark Lundin and Stephen Satchell

Quantitative Finance, 2019, vol. 19, issue 2, 177-185

Abstract: Risk discriminating portfolio optimization provides a risk-related path to performance optimization

Date: 2019
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DOI: 10.1080/14697688.2017.1387281

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