Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214): Difference between revisions

@@ Property / OpenAlex ID @@
+W2048883691
@@ Property / OpenAlex ID: W2048883691 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Estimation of Executive Compensation by Linear Programming
+Normal rank
@@ Property / cites work @@
+Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
+Normal rank
@@ Property / cites work @@
+Q5528344
@@ Property / cites work: Q5528344 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Dominance and Moments of Distributions
@@ Property / cites work: Stochastic Dominance and Moments of Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Variance vs downside risk: Is there really that much difference?
+Normal rank
@@ Property / cites work @@
+The Efficiency Analysis of Choices Involving Risk
@@ Property / cites work: The Efficiency Analysis of Choices Involving Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions
+Normal rank
@@ Property / cites work @@
+PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
+Normal rank
@@ Property / cites work @@
+Stochastic Dominance and Expected Utility: Survey and Analysis
+Normal rank
@@ Property / cites work @@
+Q4001511
@@ Property / cites work: Q4001511 / rank @@
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios
+Normal rank
@@ Property / cites work @@
+Mean-absolute deviation portfolio optimization for mortgage-backed securities
+Normal rank