Yongma Moon, Tao Yao. A robust mean absolute deviation model for portfolio optimization. Computers & OR, 38(9):1251-1258, 2011. [doi]
@article{MoonY11,
title = {A robust mean absolute deviation model for portfolio optimization},
author = {Yongma Moon and Tao Yao},
year = {2011},
doi = {10.1016/j.cor.2010.10.020},
url = {http://dx.doi.org/10.1016/j.cor.2010.10.020},
tags = {optimization},
researchr = {https://researchr.org/publication/MoonY11},
cites = {0},
citedby = {0},
journal = {Computers & OR},
volume = {38},
number = {9},
pages = {1251-1258},
}