A robust mean absolute deviation model for portfolio optimization (Q632664): Difference between revisions
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Revision as of 01:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust mean absolute deviation model for portfolio optimization |
scientific article |
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A robust mean absolute deviation model for portfolio optimization (English)
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25 March 2011
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investment
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linear programming
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robust optimization
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risk
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