Mean-Absolute Deviation Portfolio Optimization Model under Transaction Costs
| Year of publication: |
1999
|
|---|---|
| Authors: | Konno, Hiroshi ; Wijayanayake, Annista |
| Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - Vol. 42.1999, 4, p. 422-435
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