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Selection and ordering in optimal portfolio choice - MaRDI portal

Selection and ordering in optimal portfolio choice

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DOI10.1080/00207728208926434zbMath0501.90005OpenAlexW2035633027MaRDI QIDQ3967305

Jati K. Sengupta

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/00207728208926434

zbMATH Keywords

optimal portfolio choice suboptimal policies selection criteria minimax policies conditionally optimal policies

Mathematics Subject Classification ID

Cites Work

A minimax policy for optimal portfolio choice

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