Semi-absolute deviation rule for mutual funds portfolio selection

DOI10.1023/B:ANOR.0000004772.15447.5azbMath1060.91056OpenAlexW2079235607MaRDI QIDQ1417785

Luca Chiodi, Maria Grazia Speranza, Renata Mansini

Publication date: 6 January 2004

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:anor.0000004772.15447.5a

zbMATH Keywords

heuristics

Mathematics Subject Classification ID

Mixed integer programming (90C11) Portfolio theory (91G10)

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