Ching-Ter Chang. A modified goal programming approach for the mean-absolute deviation portfolio optimization model. Applied Mathematics and Computation, 171(1):567-572, 2005. [doi]
@article{Chang05-0,
title = {A modified goal programming approach for the mean-absolute deviation portfolio optimization model},
author = {Ching-Ter Chang},
year = {2005},
doi = {10.1016/j.amc.2005.01.072},
url = {http://dx.doi.org/10.1016/j.amc.2005.01.072},
tags = {optimization, programming, program optimization, systematic-approach},
researchr = {https://researchr.org/publication/Chang05-0},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {171},
number = {1},
pages = {567-572},
}