An interval mean–average absolute deviation model for multiperiod portfolio selection with risk control and cardinality constraints

Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market

Hiroshi Konno, Hiroaki Yamazaki · Management Science · 1991 · 1.5K citations

Business, Economics, Finance +15

Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation

Duan Li, Wan‐Lung Ng · Mathematical Finance · 2000 · 1K citations

Business, Finance, Financial Management +17

On possibilistic mean value and variance of fuzzy numbers

Christer Carlsson, Robert C. Fuller · Fuzzy Sets and Systems · 2001 · 814 citations

Natural Sciences, Mathematics, Number Theory +10

Multiobjective programming in optimization of the interval objective function

Hisao Ishibuchi, Hideo Tanaka · European Journal of Operational Research · 1990 · 808 citations

Natural Sciences, Computer Science, Optimization +8

Computational study of a family of mixed-integer quadratic programming problems

Daniel Bienstock · Mathematical Programming · 1996 · 425 citations

Natural Sciences, Computer Science, Mathematics +14