A mean-absolute deviation-skewness portfolio optimization model
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Publication:1313156
DOI10.1007/BF02282050zbMath0785.90014WikidataQ93676282 ScholiaQ93676282MaRDI QIDQ1313156
Hiroshi Konno, Hiroshi Shirakawa, Hiroaki Yamazaki
Publication date: 26 January 1994
Published in: Annals of Operations Research (Search for Journal in Brave)
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