Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
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Publication:2318272
DOI10.1007/s00500-018-3176-zzbMath1418.91495OpenAlexW2795718043WikidataQ130036688 ScholiaQ130036688MaRDI QIDQ2318272
Publication date: 14 August 2019
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-018-3176-z
uncertainty theorymultiperiod portfolio optimizationmean absolute deviation modeldiscrete iteration methoduncertain modeling
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