A robust mean absolute deviation model for portfolio optimization
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Cites work
- scientific article; zbMATH DE number 2231119 (Why is no real title available?)
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Cited in
(23)- Worst-case analysis of Gini mean difference safety measure
- Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
- Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric
- PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL
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