A Mean- maximum Deviation Portfolio Optimization Model

Jinwen Wu

Abstract


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.


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

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