Minimax portfolio optimization: empirical numerical study (Q4661229)
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scientific article; zbMATH DE number 2151682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax portfolio optimization: empirical numerical study |
scientific article; zbMATH DE number 2151682 |
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Minimax portfolio optimization: empirical numerical study (English)
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4 April 2005
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variance
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standard deviation
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portfolio selection
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risk aversion measures
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numerical study
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