Notes: A Reformulation of a Mean-absolute Deviation Portfolio Optimization Model
| Year of publication: |
1993
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|---|---|
| Authors: | Feinstein, Charles D. ; Thapa, Mukund N. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 39.1993, 12, p. 1552
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