
Article
A general approach to smooth and convex portfolio optimization using lower partial moments
Journal of Banking and Finance
(2021)
Disciplines
Publication Date
2021
Citation Information
Haixiang Yao, Jinbo Huang and Jacquelyn Humphrey. "A general approach to smooth and convex portfolio optimization using lower partial moments" Journal of Banking and Finance (2021) Available at: http://works.bepress.com/yong_li/25/