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"Convexity, two-fund separation and asset ranking in a mean-LPM portfolio ..."

Dipankar Mondal, N. Selvaraju (2022)

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DOI: 10.1007/S00291-021-00657-6

access: closed

type: Journal Article

metadata version: 2022-03-15

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Dipankar Mondal, N. Selvaraju:
Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework. OR Spectr. 44(1): 225-248 (2022)

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