A mean-absolute deviation-skewness portfolio optimization model
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Publication:1313156
DOI10.1007/BF02282050zbMath0785.90014OpenAlexW1974288696WikidataQ93676282 ScholiaQ93676282MaRDI QIDQ1313156
Hiroshi Shirakawa, Hiroaki Yamazaki, Hiroshi Konno
Publication date: 26 January 1994
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02282050
Applications of mathematical programming (90C90) Linear programming (90C05) Portfolio theory (91G10)
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