Extending the MAD portfolio optimization model to incorporate downside risk aversion

Extending the MAD portfolio optimization model to incorporate downside risk aversion

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Title: Extending the MAD portfolio optimization model to incorporate downside risk aversion
Author: Michalowski, Wojtek; Ogryczak, Wlodzimierz
Date: 2000
URI: http://hdl.handle.net/10393/19038

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