Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358): Difference between revisions

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+Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model
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+Formulation of the Russell-Yasuda Kasai Financial Planning Model
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+Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
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+Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
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+Linear‐quadratic efficient frontiers for portfolio optimization
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+PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
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+A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
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+Asset/liability management under uncertainty for fixed-income securities
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+Mean-absolute deviation portfolio optimization for mortgage-backed securities
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6377(99)00011-5
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+W2018624671
@@ Property / OpenAlex ID: W2018624671 / rank @@
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+Q127443424
@@ Property / Wikidata QID: Q127443424 / rank @@
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