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Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework.

Dipankar MondalN. Selvaraju
Published in: OR Spectr. (2022)
Keyphrases
  • portfolio selection
  • financial markets
  • theoretical framework
  • portfolio optimization
  • portfolio management
  • multistage stochastic
  • artificial intelligence
  • decision making
  • transaction costs