Mean-absolute deviation portfolio optimization model under transaction costs
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Publication:4538158
DOI10.1016/S0453-4514(00)87111-2zbMath1028.91549OpenAlexW4235896373MaRDI QIDQ4538158
Annista Wijayanayake, Hiroshi Konno
Publication date: 11 July 2002
Full work available at URL: https://doi.org/10.1016/s0453-4514(00)87111-2
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