Mean absolute negative deviation measure for portfolio selection Problem (Q3008594): Difference between revisions
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| Property / cites work: Linear Programming under Uncertainty / rank | |||
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| Property / cites work: A Minimax Portfolio Selection Rule with Linear Programming Solution / rank | |||
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Latest revision as of 05:22, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean absolute negative deviation measure for portfolio selection Problem |
scientific article |
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Mean absolute negative deviation measure for portfolio selection Problem (English)
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22 June 2011
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portfolio optimization
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deviation measure
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mean absolute negative deviation
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stochastic linear programming
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