Mean-absolute deviation portfolio optimization for mortgage-backed securities

Securitization of Financial Assets: Approximation in Theory and Practice

Computational Optimization and Applications

Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost

Computational Optimization and Applications

Application of multistage stochastic programs solved in parallel in portfolio management

Parallel Computing

On LP Solvable Models for Portfolio Selection

Informatica

An Algorithm for Portfolio Optimization Problem

Informatica

Managing risks in an open computing environment using mean absolute deviation portfolio optimization

Future Generation Computer Systems

Fuzzy scenarios clustering-based approach with MV model in optimizing tactical allocation

SEAL'06 Proceedings of the 6th international conference on Simulated Evolution And Learning

Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions

Operations Research Letters