The Modified Mean Absolute Deviation Integer Linear Programming Model for Global Portfolio Asset Allocation

This study develops a practical yet robust Mean Absolute Deviation (MAD) Mixed-Integer Linear Programming (MILP) model for a global investment portfolio tailored to the constraints faced by Malaysian retail investors, such as transactional fees and foreign currency exchange spreads, to provide more...

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Bibliographic Details

Main Authors:	Abdul Hadi, Nadia Edmaz, Mohamed Nadhar Khan, Sahubar Ali
Format:	Article
Language:	en
Published:	UUM Press 2024
Subjects:	QA76 Computer software
Online Access:	https://repo.uum.edu.my/id/eprint/32345/1/JCIA%2003%2002%202024%201-25.pdf https://repo.uum.edu.my/id/eprint/32345/ https://e-journal.uum.edu.my/index.php/jcia/
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