Mean absolute negative deviation measure for portfolio selection Problem (Q3008594): Difference between revisions

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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: 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 04:22, 4 July 2024

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Mean absolute negative deviation measure for portfolio selection Problem
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    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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