Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns
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DOI: 10.1007/s10287-021-00392-x
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- Longsheng Cheng & Mahboubeh Shadabfar & Arash Sioofy Khoojine, 2023. "A State-of-the-Art Review of Probabilistic Portfolio Management for Future Stock Markets," Mathematics, MDPI, vol. 11(5), pages 1-34, February.
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Keywords
Interval linear programming; Investment analysis; Mean absolute deviation portfolio selection model; Nonlinear programming;All these keywords.
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