The mean-absolute deviation portfolio selection problem with interval-valued returns (Q548313)
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scientific article; zbMATH DE number 5914080
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mean-absolute deviation portfolio selection problem with interval-valued returns |
scientific article; zbMATH DE number 5914080 |
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The mean-absolute deviation portfolio selection problem with interval-valued returns (English)
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28 June 2011
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portfolio selection
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risk
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absolute deviation function
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two-level program
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