Title of article
Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions
Author/Authors
C. M. Kenyon، نويسنده , , S. Savage، نويسنده , , B. Ball، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 1999
Pages
5
From page
181
To page
185
Keywords
Symmetry , Portfolio , Mean absolute deviation , Downside risk , Stochastic optimization
Journal title
Operations Research Letters
Serial Year
1999
Journal title
Operations Research Letters
Record number
137171
Link To Document