Mean absolute negative deviation measure for portfolio selection Problem (Q3008594)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Mean absolute negative deviation measure for portfolio selection Problem
scientific article

    Statements

    Mean absolute negative deviation measure for portfolio selection Problem (English)
    0 references
    0 references
    0 references
    0 references
    22 June 2011
    0 references
    0 references
    portfolio optimization
    0 references
    deviation measure
    0 references
    mean absolute negative deviation
    0 references
    stochastic linear programming
    0 references
    0 references
    0 references