A minimax policy for optimal portfolio choice (Q3926314): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/00207728208926329 / rank | |||
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| Property / OpenAlex ID: W4255801197 / rank | |||
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| Property / cites work: Q5681431 / rank | |||
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| Property / cites work: On the Sampling Theory of Roots of Determinantal Equations / rank | |||
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| Property / cites work: A minimum Bayes risk approach to optimal portfolio choice / rank | |||
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| Property / cites work: Q3285945 / rank | |||
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| Property / cites work: Stochastic programs as non-zero sum games / rank | |||
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Latest revision as of 14:05, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimax policy for optimal portfolio choice |
scientific article |
Statements
A minimax policy for optimal portfolio choice (English)
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1982
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minimax policy
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optimal portfolio choice
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stochastic decision models
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unknown mean
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unknown variance
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