Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358): Difference between revisions

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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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