A modified goal programming approach for the mean-absolute deviation portfolio optimization model (Q814748)
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scientific article; zbMATH DE number 5004375
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A modified goal programming approach for the mean-absolute deviation portfolio optimization model |
scientific article; zbMATH DE number 5004375 |
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A modified goal programming approach for the mean-absolute deviation portfolio optimization model (English)
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7 February 2006
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Portfolio
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Goal programming
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0.8059953451156616
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0.8059953451156616
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0.7355676293373108
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0.732812762260437
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