Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria
Crossref DOI link: https://doi.org/10.1007/s10479-016-2230-4
Published Online: 2016-05-26
Published Print: 2017-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ji, Ran
Lejeune, Miguel A.
Prasad, Srinivas Y.
Text and Data Mining valid from 2016-05-26