H. Yao, Jinbo Huang, Yong Li, Jacquelyn E. Humphrey
{"title":"A general approach to smooth and convex portfolio optimization using lower partial moments","authors":"H. Yao, Jinbo Huang, Yong Li, Jacquelyn E. Humphrey","doi":"10.1016/J.JBANKFIN.2021.106167","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":34380,"journal":{"name":"International Journal of Banking and Finance","volume":"162 1","pages":"106167"},"PeriodicalIF":0.0000,"publicationDate":"2021-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Banking and Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1016/J.JBANKFIN.2021.106167","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}