Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358)
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scientific article; zbMATH DE number 1347058
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| English | Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions |
scientific article; zbMATH DE number 1347058 |
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Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (English)
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1999
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stochastic optimization
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symmetry
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portfolio optimization
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mean absolute deviation
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downside risk
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0.7606610655784607
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0.7510926127433777
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0.7460570931434631
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0.7329152226448059
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