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Search: subject:"Mean-absolute deviation risk"
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A multiobjective interval portfolio framework for supporting investor's preferences under different risk assumptions
Henriques, Carla Oliveira
;
Neves, Elisabete Duarte
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1639-1661
Persistent link: https://www.econbiz.de/10012214353
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Linear programing models for portfolio optimization using a benchmark
Park, Seyoung
;
Song, Hyunson
;
Lee, Sungchul
- In:
The European journal of finance
25
(
2019
)
5
,
pp. 435-457
Persistent link: https://www.econbiz.de/10012206989
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