Dynamic optimal portfolio with maximum absolute deviation model (Q454257): Difference between revisions

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+Portfolio Optimization Under a Minimax Rule
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+Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
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+PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
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+Equilibrium relations in a capital asset market: A mean absolute deviation approach
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+PORTFOLIOS WITH RESERVE COEFFICIENT
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+Stochastic Dominance and Expected Utility: Survey and Analysis
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
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+From stochastic dominance to mean-risk models: Semideviations as risk measures
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+Portfolio selection problem with minimax type risk function
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+Efficient and optimal portfolios by homogeneous programming
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+Q3371141
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+Dynamic portfolio optimization with risk control for absolute deviation model
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
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