Mean-semivariance portfolio optimization model with background risk

LIU Yongjun, ZHOU Minna, ZHANG Weiguo

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (9) : 2282-2291.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (9) : 2282-2291. DOI: 10.12011/1000-6788-2019-1018-10

Mean-semivariance portfolio optimization model with background risk

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