A Mean- maximum Deviation Portfolio Optimization Model

Jinwen Wu


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.

Full Text:


DOI: http://dx.doi.org/10.5539/ibr.v1n2p34

International Business Research  ISSN 1913-9004 (Print), ISSN 1913-9012 (Online)

Copyright © Canadian Center of Science and Education

To make sure that you can receive messages from us, please add the 'ccsenet.org' domain to your e-mail 'safe list'. If you do not receive e-mail in your 'inbox', check your 'bulk mail' or 'junk mail' folders.