"Dynamic portfolio optimization with risk control for absolute deviation model."

Mei Yu et al. (2010)

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DOI: 10.1016/J.EJOR.2009.03.009

access: closed

type: Journal Article

metadata version: 2025-01-06

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Mei Yu, Satoru Takahashi, Hiroshi Inoue, Shouyang Wang:
Dynamic portfolio optimization with risk control for absolute deviation model. Eur. J. Oper. Res. 201(2): 349-364 (2010)

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