A linear decision analysis model of optimal portfolio investments†

DOI10.1080/00207728208926362zbMath0479.90020OpenAlexW2045894727MaRDI QIDQ3938794

J. C. Boot, Winston T. Lin

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/00207728208926362

zbMATH Keywords

decision analysisoptimal portfolio investment under uncertaintystochastic linear equation system

Mathematics Subject Classification ID

Related Items (1)

Optimal portfolio investment in a dynamic horizon

Cites Work

• Estimation in the Linear Decision Model
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