Optimality and robustness of a minimax portfolio

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DOI10.1080/00207728708967189zbMath0631.90004OpenAlexW2014000581MaRDI QIDQ3768643

Jati K. Sengupta

Publication date: 1987

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728708967189

zbMATH Keywords

minimax investment portfolio minimax risk frontier

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (1)

Entropy and information in portfolio choice

Cites Work

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