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Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints

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References

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1971MULTI‐PERIOD MEAN‐VARIANCE ANALYSIS: TOWARD A GENERAL THEORY OF PORTFOLIO CHOICE*211 cited
1997Estimation Risk in Portfolio Selection: The Mean Variance Model Versus the Mean Absolute Deviation Model205 cited

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2011

Heuristic algorithms for the cardinality constrained efficient frontier

195 cited

1996THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS192 cited

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