Mean absolute negative deviation measure for portfolio selection Problem (Q3008594): Difference between revisions
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Property / author: Anton Abdulbasah Kamil / rank | |||
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Property / author: Anton Abdulbasah Kamil / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W2029257676 / rank | |||
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Property / cites work: Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model / rank | |||
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Property / cites work: Linear Programming under Uncertainty / rank | |||
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Property / cites work: Safety First and the Holding of Assets / rank | |||
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Property / cites work: Optimization of Convex Risk Functions / rank | |||
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Property / cites work: A Minimax Portfolio Selection Rule with Linear Programming Solution / rank | |||
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Latest revision as of 05:22, 4 July 2024
scientific article
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English | Mean absolute negative deviation measure for portfolio selection Problem |
scientific article |
Statements
Mean absolute negative deviation measure for portfolio selection Problem (English)
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22 June 2011
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portfolio optimization
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deviation measure
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mean absolute negative deviation
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stochastic linear programming
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