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Mean–Absolute Deviation Model

55 citations0/0 files storedInternational series in management science/operations research/International series in operations research & management science

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Risk and Portfolio Optimization Stochastic processes and financial applications Financial Risk and Volatility Modeling

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1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1959Portfolio Selection: Efficient Diversification of Investments 1962Portfolio Selection: Efficient Diversification of Investments.1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market 1999From stochastic dominance to mean-risk models: Semideviations as risk measures 1971A Linear Alternative to Quadratic and Semivariance Programming for Farm Planning under Uncertainty 1984Large-Scale Portfolio Optimization 2001On consistency of stochastic dominance and mean–semideviation models

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2016Random fuzzy mean-absolute deviation models for portfolio optimization problem with hybrid uncertainty 2010A Review of Goal Programming for Portfolio Selection

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