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Mean-absolute deviation portfolio optimization model under transaction costs

journal contribution
posted on 2024-11-27, 04:03 authored by H Konno, Annie WijayanayakeAnnie Wijayanayake
Mean-absolute deviation portfolio optimization model under transaction costs

History

Journal

Journal of the Operations Research Society of Japan

Volume

42

Pagination

422-435

Location

Yokosuka, Japan

Publisher DOI

Open access

  • No

ISSN

0453-4514

Language

Eng

Publication classification

C1.1 Refereed article in a scholarly journal

Issue

4

Publisher

The Operations Research Society of Japan

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    All Rights Reserved

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