YuTIW10'

BibTeX

@article{DBLP:journals/eor/YuTIW10,
  author    = {Mei Yu and
               Satoru Takahashi and
               Hiroshi Inoue and
               Shouyang Wang},
  title     = {Dynamic portfolio optimization with risk control for absolute
               deviation model},
  journal   = {European Journal of Operational Research},
  volume    = {201},
  number    = {2},
  year      = {2010},
  pages     = {349-364},
  ee        = {http://dx.doi.org/10.1016/j.ejor.2009.03.009},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}