مرکز منطقه ای اطلاع رساني علوم و فناوري - Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions

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 :

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 :