Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model (Q4282290): Difference between revisions
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Latest revision as of 16:30, 29 December 2024
scientific article; zbMATH DE number 516700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model |
scientific article; zbMATH DE number 516700 |
Statements
Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model (English)
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24 March 1994
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Markowitz model
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optimal portfolio
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