A minimax rule for portfolio selection in frictional markets (Q1395151)
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scientific article; zbMATH DE number 1940560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimax rule for portfolio selection in frictional markets |
scientific article; zbMATH DE number 1940560 |
Statements
A minimax rule for portfolio selection in frictional markets (English)
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26 June 2003
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optimization
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minimax risk measure
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