文章基本信息

标题：A Mean- maximum Deviation Portfolio Optimization Model
本地全文：下载
作者：Jinwen Wu
期刊名称：International Business Research
印刷版ISSN：1913-9004
电子版ISSN：1913-9012
出版年度：2009
卷号：1
期号：2
页码：34
DOI：10.5539/ibr.v1n2P34
语种：English
出版社：Canadian Center of Science and Education
摘要：The essay makes a thorough and systematic study about a mean- maximum deviation portfolio optimization model. First, we make a careful analysis about the problem and build a model about this kind of problem. The essay gives two kind of different and characteristic solutions—linear programming solution and critical line solution.