Mean-Absolute Deviation Portfolio Optimization Model and...

Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market

Konno, Hiroshi, Yamazaki, Hiroaki
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Volume:
37
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.37.5.519
Date:
May, 1991
File:
PDF, 702 KB
english, 1991
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