مرکز منطقه ای اطلاع رساني علوم و فناوري - An evaluation of MLPM allocation rules on emerging markets portfolios

Title of article :

An evaluation of MLPM allocation rules on emerging markets portfolios

Author/Authors :

Pantisa Pavabutr، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2003

Pages :

From page :

To page :

Keywords :

Mean variance , Mean-lower partial moment , Lower partial moment , Unconditional assetallocation , Loss aversion

Journal title :

Emerging Markets Review

Serial Year :

2003

Journal title :

Emerging Markets Review

Record number :

124191

Link To Document :