Mean-absolute deviation portfolio optimization problem (Q3534458)
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scientific article; zbMATH DE number 5360822
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| default for all languages | No label defined |
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| English | Mean-absolute deviation portfolio optimization problem |
scientific article; zbMATH DE number 5360822 |
Statements
Mean-absolute deviation portfolio optimization problem (English)
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3 November 2008
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portfolio optimization
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linear programming
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downside risk
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0.8194060921669006
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0.8190650343894958
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0.802338182926178
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