A note on Sharpe's algorithm for minimizing the sum of absolute deviations in a simple regression problem
M. R. Rao and V. Srinivasan
| Year of publication: |
1972
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| Authors: | Rao, M. R. ; Srinivasan, V. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 19.1972, 2, p. 222-225
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| Type of publication: | Article |
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| Notes: | über: Sharpe, W. F.: Mean-absolute-deviation characteristic lines for securities and portfolis. in obg. Zs. 18.1971,2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
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