The Weighted Lower and Upper Admissible Mean Downside Semi-variance Portfolio Selection

Peng Zhang, Shili Dang. The Weighted Lower and Upper Admissible Mean Downside Semi-variance Portfolio Selection. Int. J. Fuzzy Syst., 23(6):1775-1788, 2021. [doi]

@article{ZhangD21-28,
  title = {The Weighted Lower and Upper Admissible Mean Downside Semi-variance Portfolio Selection},
  author = {Peng Zhang and Shili Dang},
  year = {2021},
  doi = {10.1007/s40815-021-01055-4},
  url = {https://doi.org/10.1007/s40815-021-01055-4},
  researchr = {https://researchr.org/publication/ZhangD21-28},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Fuzzy Syst.},
  volume = {23},
  number = {6},
  pages = {1775-1788},
}