ROBUST OPTIMIZATION IN PORTFOLIO SELECTION BY m-MAD MODEL APPROACH.
| Autor: | GHAHTARANI, Alireza1 alighahtaran@gmail.com, NAJAFI, Amir Abbas2 aanajafi@kntu.ac.ir |
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| Zdroj: | Economic Computation & Economic Cybernetics Studies & Research. 2018, Vol. 52 Issue 1, p279-291. 13p. |
| Databáze: | Business Source Ultimate |
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