Mean-absolute deviation portfolio optimization model under transaction costs (Q4538158)
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scientific article; zbMATH DE number 1766742
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| English | Mean-absolute deviation portfolio optimization model under transaction costs |
scientific article; zbMATH DE number 1766742 |
Statements
11 July 2002
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Mean-absolute deviation portfolio optimization model under transaction costs (English)
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0.8780381679534912
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0.8616836071014404
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0.8521422743797302
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0.847835123538971
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