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Mean-Semivariance Optimization: A Heuristic Approach · Study

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PreprintMean-Semivariance Optimization: A Heuristic Approach

Javier Estrada2007

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Preprintgreen2007

Mean-Semivariance Optimization: A Heuristic Approach

114 citations·0/0 files stored·SSRN Electronic Journal

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1952PORTFOLIO SELECTION*1959Portfolio Selection: Efficient Diversification of Investments 1962Portfolio Selection: Efficient Diversification of Investments.1991Asset Allocation in a Downside-Risk Framework 1974Toward the Development of an Equilibrium Capital-Market Model Based on Semivariance 2000Asset Allocation in a Downside Risk Framework 1976SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION 1999A Brief History of Downside Risk Measures

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2017Mean-semivariance portfolio optimization with multiobjective evolutionary algorithms and technical analysis rules 2020Incorporating environmental and social considerations into the portfolio optimization process 2010Infrastructure: a new dimension of real estate? An asset allocation analysis 2016Sustainability-Oriented Financial Resource Allocation in a Project Portfolio through Multi-Criteria Decision-Making 2013Portfolio optimization in an upside potential and downside risk framework

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2019Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measuresarticle · 6 shared references 2013Portfolio optimization in an upside potential and downside risk frameworkarticle · 6 shared references 2010Infrastructure: a new dimension of real estate? An asset allocation analysisarticle · 5 shared references 2001Emerging markets, downside risk and the asset allocation decisionarticle · 5 shared references 2018Multi-period mean–semivariance portfolio optimization based on uncertain measurearticle · 5 shared references 2019Does downside risk matter more in asset pricing? Evidence from Chinaarticle · 5 shared references

Details

Year2007

Typepreprint

Published2007-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations114

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.2139/ssrn.1028206

openalex_workW3124075192

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2021

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