Multi-period semi-variance portfolio selection: Model and numerical solution.

Wei Yan Rong Miao Shurong Li Multi-period semi-variance portfolio selection: Model and numerical solution. 128-134 2007 194 Applied Mathematics and Computation 1 http://dx.doi.org/10.1016/j.amc.2007.04.036 db/journals/amc/amc194.html#YanML07