A mean-absolute deviation-skewness portfolio optimization model (Q1313156): Difference between revisions
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Revision as of 04:46, 5 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-absolute deviation-skewness portfolio optimization model |
scientific article |
Statements
A mean-absolute deviation-skewness portfolio optimization model (English)
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26 January 1994
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mean-variance
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large third moment
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