Optimization of the Mean Semi-absolute Deviation Portfolio Selection Model with the Restricted Short Selling Based on the Pivoting Algorithm

主管：中国科学院
主办：中国优选法统筹法与经济数学研究会
　　　中国科学院科技战略咨询研究院

Optimization of the Mean Semi-absolute Deviation Portfolio Selection Model with the Restricted Short Selling Based on the Pivoting Algorithm

ZHANG Peng, ZHANG Zhong-zhen, YUE Chao-yuan

Chinese Journal of Management Science . 2006, (2): 7 -11 .