A Note on Modifying the Mean-Absolute Deviation Portfolio...

A Note on Modifying the Mean-Absolute Deviation Portfolio Optimization Model to Account for Nonstationarity Biases

Robert R. Trippi
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Volume:
21
Language:
english
Journal:
Financial Management
DOI:
10.2307/3665836
Date:
January, 1992
File:
PDF, 281 KB
english, 1992
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