@prefix epid: .
@prefix void: .
@prefix xsd: .
@prefix cc: .
@prefix ep: .
@prefix eprel: .
@prefix doi: .
@prefix dc: .
@prefix bibo: .
@prefix geo: .
@prefix owl: .
@prefix event: .
@prefix skos: .
@prefix foaf: .
@prefix rdfs: .
@prefix rdf: .
@prefix dct: .
<>
foaf:primaryTopic ;
rdfs:comment "The repository administrator has not yet configured an RDF license."^^xsd:string .
cc:license ;
dct:hasPart ;
ep:hasFile ;
rdf:type bibo:Document,
ep:Document;
rdfs:label "A recursive procedure for selecting optimal portfolio according to the MAD model (Text)"^^xsd:string .
dct:hasPart ;
ep:hasFile ;
eprel:isVersionOf ;
eprel:isVolatileVersionOf ;
eprel:islightboxThumbnailVersionOf ;
rdf:type ep:Document;
rdfs:label "A recursive procedure for selecting optimal portfolio according to the MAD model (Other)"^^xsd:string .
dct:hasPart ;
ep:hasFile ;
eprel:isVersionOf ;
eprel:isVolatileVersionOf ;
eprel:ispreviewThumbnailVersionOf ;
rdf:type ep:Document;
rdfs:label "A recursive procedure for selecting optimal portfolio according to the MAD model (Other)"^^xsd:string .
dct:hasPart ;
ep:hasFile ;
eprel:isVersionOf ;
eprel:isVolatileVersionOf ;
eprel:ismediumThumbnailVersionOf ;
rdf:type ep:Document;
rdfs:label "A recursive procedure for selecting optimal portfolio according to the MAD model (Other)"^^xsd:string .
dct:hasPart ;
ep:hasFile ;
eprel:isVersionOf ;
eprel:isVolatileVersionOf ;
eprel:issmallThumbnailVersionOf ;
rdf:type ep:Document;
rdfs:label "A recursive procedure for selecting optimal portfolio according to the MAD model (Other)"^^xsd:string .
dct:hasPart ;
ep:hasFile ;
eprel:isIndexCodesVersionOf ;
eprel:isVersionOf ;
eprel:isVolatileVersionOf ;
rdf:type ep:Document;
rdfs:label "A recursive procedure for selecting optimal portfolio according to the MAD model (Other)"^^xsd:string .
rdf:_1 ;
rdf:_2 .
rdfs:label "A recursive procedure for selecting optimal portfolio according to the MAD model.pdf"^^xsd:string .
rdfs:label "lightbox.jpg"^^xsd:string .
rdfs:label "preview.jpg"^^xsd:string .
rdfs:label "medium.jpg"^^xsd:string .
rdfs:label "small.jpg"^^xsd:string .
rdfs:label "indexcodes.txt"^^xsd:string .
dc:format "text/html";
dc:title "HTML Summary of #13569 \n\nA recursive procedure for selecting optimal portfolio according to the MAD model\n\n";
foaf:primaryTopic .
bibo:abstract "The mathematical model of portfolio optimization is usually represented as a bicriteria optimization problem where a reasonable trade-off between expected rate of return and risk is sought. In a classical Markowitz model the risk is measured by a variance, thus resulting in a quadratic programming model. As an alternative, the MAD model was proposed where risk is measured by (mean) absolute deviation instead of a variance. The MAD model is computationally attractive, since it is transformed into an easy to solve linear programming program. In this paper we present a recursive procedure which allows to identify optimal portfolio of the MAD model depending on investor's downside risk aversion."^^xsd:string;
bibo:authorList ;
bibo:issue "4";
bibo:status ,
;
bibo:volume "28";
dc:hasVersion ;
dct:creator ,
;
dct:date "1999";
dct:isPartOf ,
;
dct:publisher ;
dct:title "A recursive procedure for selecting optimal portfolio according to the MAD model"^^xsd:string;
ep:hasDocument ,
,
,
,
,
;
ep:hasPublished ;
rdf:type bibo:AcademicArticle,
bibo:Article,
ep:ArticleEPrint,
ep:EPrint;
rdfs:seeAlso .
foaf:name "Systems Reseach Institute of the Polish Academy of Sciences"^^xsd:string;
rdf:type foaf:Organization .
foaf:familyName "Ogryczak"^^xsd:string;
foaf:givenName "W."^^xsd:string;
foaf:name "W. Ogryczak"^^xsd:string;
rdf:type foaf:Person .
foaf:familyName "Michalowski"^^xsd:string;
foaf:givenName "W."^^xsd:string;
foaf:name "W. Michalowski"^^xsd:string;
rdf:type foaf:Person .
bibo:issn "03248569";
foaf:name "Control and Cybernetics"^^xsd:string;
owl:sameAs ;
rdf:type bibo:Collection .