Robust Semi-Variance Downside Risk Portfolio Problems: A Convex Optimization Approach

Maobiao Yang, Yongwei Huang. Robust Semi-Variance Downside Risk Portfolio Problems: A Convex Optimization Approach. In 2018 IEEE Statistical Signal Processing Workshop, SSP 2018, Freiburg im Breisgau, Germany, June 10-13, 2018. pages 781-785, IEEE, 2018. [doi]

Abstract

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