"Mean-Absolute Deviation Portfolio Models with Discrete Choice Constraints."

Roy H. Kwon, Stephen J. Stoyan (2011)

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DOI: —

access: open

type: Journal Article

metadata version: 2021-02-10

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Roy H. Kwon, Stephen J. Stoyan:
Mean-Absolute Deviation Portfolio Models with Discrete Choice Constraints. Algorithmic Oper. Res. 6(2): 118-134 (2011)

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