Roy H. Kwon, Stephen J. Stoyan. Mean-Absolute Deviation Portfolio Models with Discrete Choice Constraints. Algorithmic Operations Research, 6(2):118-134, 2011. [doi]
@article{KwonS11-3,
title = {Mean-Absolute Deviation Portfolio Models with Discrete Choice Constraints},
author = {Roy H. Kwon and Stephen J. Stoyan},
year = {2011},
url = {http://journals.hil.unb.ca/index.php/AOR/article/view/15997},
researchr = {https://researchr.org/publication/KwonS11-3},
cites = {0},
citedby = {0},
journal = {Algorithmic Operations Research},
volume = {6},
number = {2},
pages = {118-134},
}