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]
@inproceedings{Sawik11-1,
title = {Downside Risk Approach for Multi-Objective Portfolio Optimization},
author = {Bartosz Sawik},
year = {2011},
doi = {10.1007/978-3-642-29210-1_31},
url = {http://dx.doi.org/10.1007/978-3-642-29210-1_31},
researchr = {https://researchr.org/publication/Sawik11-1},
cites = {0},
citedby = {0},
pages = {191-196},
booktitle = {Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30 - September 2, 2011, Zurich, Switzerland},
editor = {Diethard Klatte and Hans-Jakob Lüthi and Karl Schmedders},
publisher = {Springer},
isbn = {978-3-642-29210-1},
}