Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions
type: Item
instance of: scholarly article
title: Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions
zbMATH Open document ID: 0957.91046
DOI: 10.1016/S0167-6377(99)00011-5
author: V. Pereyra
published in: Operations Research Letters
publication date: 1999-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91C15
zbMATH DE Number: 1347058
zbMATH Keywords: stochastic optimization
zbMATH Keywords: symmetry
zbMATH Keywords: portfolio optimization
zbMATH Keywords: mean absolute deviation
zbMATH Keywords: downside risk
describes a project that uses: LINDO
MaRDI profile type: Publication
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full work available at URL: s0167-6377(99)00011-5
OpenAlex ID: W2018624671
Wikidata QID: Q127443424
description: scientific article; zbMATH DE number 1347058