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Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market - MaRDI portal

Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market

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Publication:148956

DOI10.1287/MNSC.37.5.519WikidataQ93676916 ScholiaQ93676916MaRDI QIDQ148956

Hiroaki Yamazaki, Hiroshi Konno

Publication date: May 1991

Published in: Management Science (Search for Journal in Brave)




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