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    Dynamic portfolio optimization with risk control for absolute deviation model

    Authors: Yu, Mei Takahashi, Satoru Inoue, Hiroshi et al.

    Relation: http://www.sciencedirect.com/science/article/pii/S0377-2217(09)00145-3

    Availability: http://www.sciencedirect.com/science/article/pii/S0377-2217(09)00145-3

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