Two nonparametric approaches to mean absolute deviation portfolio selection model
From MaRDI portal
Publication:2244212
DOI10.3934/jimo.2019054zbMath1476.90307WikidataQ127669302 ScholiaQ127669302MaRDI QIDQ2244212
Huan Zhu, Feng-Hua Wen, Zhi-feng Dai
Publication date: 12 November 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2019054
65K05: Numerical mathematical programming methods
90C90: Applications of mathematical programming
90C30: Nonlinear programming
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