Extending the MAD portfolio optimization model to incorporate downside risk aversion
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Publication:2741214
DOI10.1002/nav.1zbMath1130.91342MaRDI QIDQ2741214
Włodzimierz Ogryczak, Wojtek Michalowski
Publication date: 9 September 2001
Published in: Naval Research Logistics (Search for Journal in Brave)
Full work available at URL: http://pure.iiasa.ac.at/id/eprint/5607/1/IR-98-041.pdf
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