Dynamic optimal portfolio with maximum absolute deviation model
| Year of publication: |
2012
|
|---|---|
| Authors: | Yu, Mei ; Wang, Shouyang |
| Published in: |
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering. - Dordrecht [u.a.] : Springer, ISSN 0925-5001, ZDB-ID 1074566x. - Vol. 53.2012, 2, p. 363-381
|