A portfolio choice model based on the modified mean-absolute deviation (Q2876853)
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scientific article; zbMATH DE number 6332876
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A portfolio choice model based on the modified mean-absolute deviation |
scientific article; zbMATH DE number 6332876 |
Statements
20 August 2014
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mean-absolute deviation
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income weights
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cardinality constraint
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efficient frontier
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A portfolio choice model based on the modified mean-absolute deviation (English)
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0.8400387167930603
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0.7985867857933044
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0.7985014319419861
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0.7946959137916565
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0.7846797704696655
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