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A minimax portfolio selection strategy with equilibrium - MaRDI portal

A minimax portfolio selection strategy with equilibrium (Q1779559)

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scientific article; zbMATH DE number 2173288
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English
A minimax portfolio selection strategy with equilibrium
scientific article; zbMATH DE number 2173288

    Statements

    A minimax portfolio selection strategy with equilibrium (English)
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    1 June 2005
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    uncertainty modelling
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    portfolio selection
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    optimization
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    equilibrium
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