Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358): Difference between revisions
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Revision as of 11:46, 29 February 2024
scientific article
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English | Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions |
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Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (English)
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1999
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stochastic optimization
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symmetry
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portfolio optimization
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mean absolute deviation
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downside risk
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