KWON, Roy H.; STOYAN, Stephen J. Mean–Absolute Deviation Portfolio Models with Discrete Choice Constraints. Algorithmic Operations Research, [S. l.], v. 6, n. 2, p. Pages 118 – 134, 2012. Disponível em: https://journals.lib.unb.ca/index.php/AOR/article/view/15997. Acesso em: 23 nov. 2024.