Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns (Q2051157)
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scientific article
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English | Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns |
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Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns (English)
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24 November 2021
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interval linear programming
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investment analysis
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mean absolute deviation portfolio selection model
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nonlinear programming
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