Information Journal Paper
APA:
CopyKONNO, H., & YAMAZAKI, H.. (1991). MEAN-ABSOLUTE DEVIATION PORTFOLIO OPTIMIZATION MODELS AND ITS APPLICATION TO TOKYO STOCK MARKET
. JOURNAL OF MANAGEMENT SCIENCE, 37(-), 519-531. SID. https://sid.ir/paper/548013/en
Vancouver:
CopyKONNO H., YAMAZAKI H.. MEAN-ABSOLUTE DEVIATION PORTFOLIO OPTIMIZATION MODELS AND ITS APPLICATION TO TOKYO STOCK MARKET
. JOURNAL OF MANAGEMENT SCIENCE[Internet]. 1991;37(-):519-531. Available from: https://sid.ir/paper/548013/en
IEEE:
CopyH. KONNO, and H. YAMAZAKI, “MEAN-ABSOLUTE DEVIATION PORTFOLIO OPTIMIZATION MODELS AND ITS APPLICATION TO TOKYO STOCK MARKET
,” JOURNAL OF MANAGEMENT SCIENCE, vol. 37, no. -, pp. 519–531, 1991, [Online]. Available: https://sid.ir/paper/548013/en