A robust mean absolute deviation model for portfolio optimization (Q632664)
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scientific article; zbMATH DE number 5870578
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A robust mean absolute deviation model for portfolio optimization |
scientific article; zbMATH DE number 5870578 |
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A robust mean absolute deviation model for portfolio optimization (English)
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25 March 2011
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investment
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linear programming
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robust optimization
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risk
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0.8168349862098694
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0.8107882142066956
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0.802802324295044
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0.8004948496818542
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0.7994962334632874
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