A robust mean absolute deviation model for portfolio optimization
Year of publication: |
2011
|
---|---|
Authors: | Moon, Yongma ; Yao, Tao |
Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 38.2011, 9, p. 1251-1258
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
-
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
-
Portfolio optimization in incomplete financial markets
Schachermayer, Walter, (2004)
-
Efficient asset management: a practical guide to stock portfolio optimization and asset allocation
Michaud, Richard O., (2008)
- More ...
-
Outsourcing versus joint venture from vendor’s perspective
Moon, Yongma, (2011)
-
Breaking the winner's curse in outsourcing
Jiang, Bin, (2010)
-
Price negotiation under uncertainty
Moon, Yongma, (2011)
- More ...