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"A maximal predictability portfolio using absolute deviation reformulation."

Hiroshi Konno, Yuuhei Morita, Rei Yamamoto (2010)

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DOI: 10.1007/S10287-008-0075-2

access: closed

type: Journal Article

metadata version: 2020-05-10

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Hiroshi Konno, Yuuhei Morita, Rei Yamamoto:
A maximal predictability portfolio using absolute deviation reformulation. Comput. Manag. Sci. 7(1): 47 (2010)

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