A mean-absolute deviation-skewness portfolio optimization model (Q1313156)
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scientific article; zbMATH DE number 490521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-absolute deviation-skewness portfolio optimization model |
scientific article; zbMATH DE number 490521 |
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A mean-absolute deviation-skewness portfolio optimization model (English)
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26 January 1994
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mean-variance
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large third moment
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