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Semi-Absolute Deviation Rule for Mutual Funds Portfolio Selection · Study

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ArticleSemi-Absolute Deviation Rule for Mutual Funds Portfolio Selection

Luca Chiodi2003

Article2003

Semi-Absolute Deviation Rule for Mutual Funds Portfolio Selection

Luca Chiodi · Renata Mansini · Maria Grazia Speranza

53 citations·0/0 files stored·Annals of Operations Research

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Risk and Portfolio Optimization Optimization and Mathematical Programming Optimization and Packing Problems

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References

1952PORTFOLIO SELECTION*1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1966Mutual Fund Performance 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings 2000Heuristics for cardinality constrained portfolio optimisation 1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns 1998A Minimax Portfolio Selection Rule with Linear Programming Solution

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2013Robust goal programming for multi-objective portfolio selection problem

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Year2003

Typearticle

Published2003-11-01

VenueAnnals of Operations Research

ISSN-L0254-5330

Languageen

Citations53

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1023/b:anor.0000004772.15447.5a

openalex_workW2079235607

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