Mean-absolute deviation portfolio models with discrete choice constraints
zbMATH Open1277.90078MaRDI QIDQ2865875FDOQ2865875
Authors: Roy H. Kwon, Stephen J. Stoyan 
Publication date: 11 December 2013
Published in: Algorithmic Operations Research (Search for Journal in Brave)
Full work available at URL: http://journals.hil.unb.ca/index.php/AOR/article/view/15997
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- Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
- Portfolio optimization model with and without options under additional constraints
- Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
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- An exact solution approach for portfolio optimization problems under stochastic and integer constraints
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