Bartosz Sawik. Downside Risk Approach for Multi-Objective Portfolio Optimization. In Diethard Klatte, Hans-Jakob Lüthi, Karl Schmedders, editors, Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30 - September 2, 2011, Zurich, Switzerland. pages 191-196, Springer, 2011. [doi]
Abstract is missing.