Portfolio Optimization of the Mean-Absolute Deviation Model of Some Stocks using the Singular Covariance Matrix
Crossref DOI link: https://doi.org/10.35940/ijrte.C6363.098319
Published Online: 2019-09-30
Update policy: https://doi.org/10.35940/beiesp.crossmarkpolicy
,
Kalfin*,
Sukono,
Carnia, Ema