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1 A Minimax Portfolio Selection Rule with Linear Programming Solution
Martin R. Young
Management Science
Vol. 44, No. 5 (May, 1998), pp. 673-683
(article consists of 11 pages)
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/2634472

2 Portfolio Selection Problem with Minimax Type Risk Function
K.L. Teo and X.Q. Yang
Annals of Operations Research
Volume 101, Numbers 1-4, 333-349, DOI: 10.1023/A:1010909632198

http://www.springerlink.com/content/g28w840603k82h77/

3 A mean-absolute deviation-skewness portfolio optimization model Hiroshi Konno, Hiroshi Shirakawa and Hiroaki Yamazaki

Annals of Operations Research
Volume 45, Number 1, 205-220, DOI: 10.1007/BF02282050

http://www.springerlink.com/content/j37p852u4071307n/

4 Variance vs downside risk: Is there really that much difference?
Henk Grootvelda and Winfried Hallerbach
European Journal of Operational Research
Volume 114, Issue 2, 16 April 1999, Pages 304-319

http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VCT-3W1HK79-8&_user=10&_coverDate=04%2F16%2F1999&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1709006017&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=13b29cc68ebdf0b5220c5c244838a782&searchtype=a

5 Robust portfolio selection based on asymmetric measures of variability of stock returns
Wei Chen, a, ,  and Shaohua Tana
  Journal of Computational and Applied Mathematics
Volume 232, Issue 2, 15 October 2009, Pages 295-304

http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6TYH-4WKK1KD-5&_user=10&_coverDate=10%2F15%2F2009&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1708990751&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=91a284f6d31a9cdf0218c236ebc58456&searchtype=a

6 Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
Hiroshi Konno, Hiroaki Yamazaki

MANAGEMENT SCIENCE
Vol. 37, No. 5, May 1991, pp. 519-531
DOI: 10.1287/mnsc.37.5.519[size=+0]

[size=+0]http://mansci.journal.informs.org/cgi/content/abstract/37/5/519

7 Optimal rules for ordering uncertain prospects
Vijay S. Bawa
Journal of Financial Economics
Volume 2, Issue 1, March 1975, Pages 95-121
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-45N4YYG-2B&_user=10&_coverDate=03%2F31%2F1975&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1709075560&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=03a4ce913c70062b3870b7a27b3289ec&searchtype=a

8 Safety-First, Stochastic Dominance, and Optimal Portfolio Choice
Vijay S. Bawa
Journal of Financial and Quantitative Analysis
Journal of Financial and Quantitative Analysis (1978), 13: 255-271
Copyright © School of Business Administration, University of Washington 1978
DOI: 10.2307/2330386 (About DOI) Published online: 06 Apr 2009
http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=4471004


9 Admissible Portfolios for All Individuals

Vijay S. Bawa
The Journal of Finance
Vol. 31, No. 4 (Sep., 1976), pp. 1169-1183
(article consists of 15 pages)
Published by: Blackwell Publishing for the American Finance Association
Stable URL: http://www.jstor.org/stable/2326281