A modified goal programming approach for the mean-absolute deviation portfolio optimization model
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference4 articles.
1. Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market;Konno;Management Science,1991
2. Notes: a reformulation of a mean-absolute deviation portfolio optimization model;Feinstein;Management Science,1993
3. Portfolio selection;Markowitz;Journal of Finance,1952
4. L. Schrage, LINDO Release 5.3, LINDO System Inc., 1994.
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