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

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