Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection

By E. Ballestero. 2005

72 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/5762a0439f7e06c5121407b2d75a224ec15acd4a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sang-Chin Yang
2. Kuang-Jung Chang
3. Tun-Jen Chang

In Management Science and Operations Research

1. Sang-Chin Yang
2. Kuang-Jung Chang
3. Tun-Jen Chang

Citations in the corpus

• Portfolio optimization problems in different risk measures using genetic algorithm (2009, methodology): “Enrique (2005) proposed mean–semi-variance approach with those derived from the traditional mean–variance model.”