A minimax portfolio selection rule with linear programming solution (Q2783965)
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scientific article; zbMATH DE number 1731014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimax portfolio selection rule with linear programming solution |
scientific article; zbMATH DE number 1731014 |
Statements
17 April 2002
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mean-variance analysis
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linear optimization
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utility theory
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volatility
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A minimax portfolio selection rule with linear programming solution (English)
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