Robust portfolio selection under downside risk measures

By Shushang Zhu, Duan Li, Shouyang Wang. 2009

59 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Ocean Engineering

View Paper: https://www.semanticscholar.org/paper/888043ab057a7e76ac3d08ececf048b4cb64f393

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. Masao Fukushima
2. Shushang Zhu

In Management Science and Operations Research

1. Shushang Zhu
2. Masao Fukushima

In Ocean Engineering

1. Masao Fukushima
2. Shushang Zhu

Citations in the corpus

• Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009, background): “One may refer to Zhu et al. (2009) for details on this topic.”