A robust mean absolute deviation model for portfolio optimization
type: Item
instance of: scholarly article
title: A robust mean absolute deviation model for portfolio optimization
zbMATH Open document ID: 1208.91137
author: Yongma Moon
author: Tao Yao
published in: Computers \& Operations Research
publication date: 2011-03-25T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 90C08
zbMATH DE Number: 5870578
zbMATH Keywords: investment
zbMATH Keywords: linear programming
zbMATH Keywords: robust optimization
zbMATH Keywords: risk
MaRDI profile type: Publication
full work available at URL: j.cor.2010.10.020
OpenAlex ID: W2090926727
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DOI: 10.1016/J.COR.2010.10.020
description: scientific article; zbMATH DE number 5870578