The mean-absolute deviation portfolio selection problem with interval-valued returns
type: Item
instance of: scholarly article
title: The mean-absolute deviation portfolio selection problem with interval-valued returns
zbMATH Open document ID: 1231.91409
author: Yong-Cai Geng
author: Sumit K. Garg
published in: Journal of Computational and Applied Mathematics
publication date: 2011-06-28T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C46
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 5914080
zbMATH Keywords: portfolio selection
zbMATH Keywords: risk
zbMATH Keywords: absolute deviation function
zbMATH Keywords: two-level program
MaRDI profile type: Publication
full work available at URL: j.cam.2011.03.008
OpenAlex ID: W2009589041
cites work: Large-Scale Portfolio Optimization
cites work: Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management
cites work: A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model
cites work: An Illustrative Application of Idea (Imprecise Data Envelopment Analysis) to a Korean Mobile Telecommunication Company
DOI: 10.1016/J.CAM.2011.03.008
description: scientific article; zbMATH DE number 5914080