A portfolio choice model based on the modified mean-absolute deviation (Q2876853)
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scientific article; zbMATH DE number 6332876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A portfolio choice model based on the modified mean-absolute deviation |
scientific article; zbMATH DE number 6332876 |
Statements
20 August 2014
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mean-absolute deviation
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income weights
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cardinality constraint
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efficient frontier
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A portfolio choice model based on the modified mean-absolute deviation (English)
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