A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157)
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scientific article; zbMATH DE number 5522156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on a minimax rule for portfolio selection and equilibrium price system |
scientific article; zbMATH DE number 5522156 |
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A note on a minimax rule for portfolio selection and equilibrium price system (English)
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2 March 2009
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portfolio selection
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minimax model
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optimization
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efficient frontier
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maximum entropy algorithm
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