Last update: Fri Mar 23 02:13:54 MDT 2018
@Article{Liu:2011:MAD, author = "Shiang-Tai Liu", title = "The mean-absolute deviation portfolio selection problem with interval-valued returns", journal = j-J-COMPUT-APPL-MATH, volume = "235", number = "14", pages = "4149--4157", day = "15", month = may, year = "2011", CODEN = "JCAMDI", ISSN = "0377-0427 (print), 1879-1778 (electronic)", ISSN-L = "0377-0427", bibdate = "Sat Feb 25 13:24:28 MST 2017", bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0377042711001385", acknowledgement = ack-nhfb, fjournal = "Journal of Computational and Applied Mathematics", journal-URL = "http://www.sciencedirect.com/science/journal/03770427", }