The European Journal of Finance
Volume 28, 2022 - Issue 16
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Research Article
Downside risk optimization with random targets and portfolio amplitude
Zinoviy Landsmana Actuarial Research Center, Department of Statistics, University of Haifa, Haifa, Israel;b Faculty of Sciences, Holon Institute of Technology, Holon, IsraelView further author information
, Udi Makova Actuarial Research Center, Department of Statistics, University of Haifa, Haifa, IsraelView further author information
, Jing Yaoc Maxwell Institute for Mathematical Sciences and School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh, UKCorrespondence[email protected]
View further author information
& View further author information
Ming Zhoud Department of Risk Management and Actuarial Science, School of Statistics, Renmin University of China, Beijing, People's Republic of ChinaView further author information
Pages 1642-1663
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Received 08 Sep 2020, Accepted 04 Oct 2021, Published online: 29 Oct 2021
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