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A minimax policy for optimal portfolio choice - MaRDI portal

A minimax policy for optimal portfolio choice (Q3926314)

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scientific article
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A minimax policy for optimal portfolio choice
scientific article

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    A minimax policy for optimal portfolio choice (English)
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    1982
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    minimax policy
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    optimal portfolio choice
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    stochastic decision models
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    unknown mean
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    unknown variance
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