A minimax portfolio selection strategy with equilibrium
type: Item
instance of: scholarly article
title: A minimax portfolio selection strategy with equilibrium
zbMATH Open document ID: 1066.91039
author: Xiaotie Deng
author: Zhongfei Li
author: Shouyang Wang
published in: European Journal of Operational Research
publication date: 2005-06-01T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C47
Mathematics Subject Classification ID: 91A40
zbMATH DE Number: 2173288
zbMATH Keywords: uncertainty modelling
zbMATH Keywords: portfolio selection
zbMATH Keywords: optimization
zbMATH Keywords: equilibrium
MaRDI profile type: Publication
full work available at URL: j.ejor.2004.01.040
OpenAlex ID: W2095287175
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DOI: 10.1016/J.EJOR.2004.01.040
description: scientific article; zbMATH DE number 2173288