An application of the mean-semivariance approach to the portfolio allocation problem: the case of Brazil

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Bibliographic Details
Main Author: Pinheiro, Carlos Alberto Orge (author)
Other Authors: Matsumoto, Alberto Shigueru (author), Tabak, Benjamin Miranda (author)
Format: article
Language:eng
Published: 2016
Subjects:
portfolio management
Markowitz
downside risk
Online Access:http://twingo.ucb.br:8080/jspui/handle/10869/629
https://repositorio.ucb.br:9443/jspui/handle/123456789/7626
Country:Brazil
Oai:oai:200.214.135.189:123456789/7626

Internet

http://twingo.ucb.br:8080/jspui/handle/10869/629
https://repositorio.ucb.br:9443/jspui/handle/123456789/7626

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