"Dynamic optimal portfolio with maximum absolute deviation model."

Mei Yu, Shouyang Wang (2012)

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DOI: 10.1007/S10898-012-9887-2

access: closed

type: Journal Article

metadata version: 2021-12-03

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Mei Yu, Shouyang Wang:
Dynamic optimal portfolio with maximum absolute deviation model. J. Glob. Optim. 53(2): 363-380 (2012)

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