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Hiroaki Yamazaki
Information about the author Hiroaki Yamazaki will soon be added to the site.
Found
2 papers
in total
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A mean-absolute deviation-skewness portfolio optimization model
1993
It is assumed in the standard portfolio analysis that an investor is risk averse and...
Mean-absolute deviation portfolio optimization model and its applications to Tokyo Stock Market
1991
The purpose of this paper is to demonstrate that a portfolio optimization model using...
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