A modified goal programming approach for the mean-absolute deviation portfolio optimization model
type: Item
instance of: scholarly article
title: A modified goal programming approach for the mean-absolute deviation portfolio optimization model
zbMATH Open document ID: 1123.91023
author: Ching-Ter Chang
published in: Applied Mathematics and Computation
publication date: 2006-02-07T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C29
zbMATH DE Number: 5004375
zbMATH Keywords: Portfolio
zbMATH Keywords: Goal programming
describes a project that uses: LINDO
MaRDI profile type: Publication
full work available at URL: j.amc.2005.01.072
OpenAlex ID: W2065162312
cites work: Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
DOI: 10.1016/J.AMC.2005.01.072
description: scientific article; zbMATH DE number 5004375