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

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+Optimal Estimation of Executive Compensation by Linear Programming
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+Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
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+Variance vs downside risk: Is there really that much difference?
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+Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions
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+PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
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+Stochastic Dominance and Expected Utility: Survey and Analysis
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+Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios
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+Mean-absolute deviation portfolio optimization for mortgage-backed securities
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