A mean-absolute deviation-skewness portfolio optimization model (Q1313156): Difference between revisions

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+PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
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+A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
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+Optimum consumption and portfolio rules in a continuous-time model
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+Large-Scale Portfolio Optimization
@@ Property / cites work: Large-Scale Portfolio Optimization / rank @@
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+https://doi.org/10.1007/bf02282050
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+W1974288696
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+Publication:1313156