Dynamic portfolio optimization with risk control for absolute deviation model

Mei Yu, Satoru Takahashi, Hiroshi Inoue, Shouyang Wang. Dynamic portfolio optimization with risk control for absolute deviation model. European Journal of Operational Research, 201(2):349-364, 2010. [doi]

Authors

Mei Yu

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Satoru Takahashi

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Hiroshi Inoue

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Shouyang Wang

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