Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
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Publication:4282290
DOI10.1287/mnsc.39.12.1552zbMath0796.90002MaRDI QIDQ4282290
Charles D. Feinstein, Mukund N. Thapa
Publication date: 24 March 1994
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.39.12.1552
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