| Author: | Leibowitz, M. L. Henriksson, R. D. |
| Title: | Portfolio optimization with shortfall constraints: A confidence-limit approach to managing downside risk. |
| Journal: | Financial Analysts' Journal
1989 : MAR/APR, VOL. 45:2, p. 34-41 |
| Index terms: | PORTFOLIO MANAGEMENT OPTIMIZATION RISK ANALYSIS |
| Language: | eng |
| Abstract: |
SCIMA