A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157): Difference between revisions

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-.1016/j.amc.2008.11.013
@@ Property / DOI: 10.1016/j.amc.2008.11.013 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2008.11.013
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@@ Property / OpenAlex ID @@
+W2027940290
@@ Property / OpenAlex ID: W2027940290 / rank @@
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@@ Property / cites work @@
+A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
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+Equilibrium relations in a capital asset market: A mean absolute deviation approach
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+Variance vs downside risk: Is there really that much difference?
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+A measure of risk and a decision-making model based on expected utility and entropy
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+Portfolio Optimization Under a Minimax Rule
@@ Property / cites work: Portfolio Optimization Under a Minimax Rule / rank @@
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@@ Property / cites work @@
+A Minimax Portfolio Selection Rule with Linear Programming Solution
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+EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
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+A minimax portfolio selection strategy with equilibrium
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+An algorithm for portfolio selection in a frictional market
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+A minimax rule for portfolio selection in frictional markets
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+Multi-objective stochastic programming for portfolio selection
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+Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs
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+Minimal concave cost rebalance of a portfolio to the efficient frontier
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+Portfolio selection problem with minimax type risk function
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@@ Property / cites work @@
+Q3134873
@@ Property / cites work: Q3134873 / rank @@
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@@ Property / DOI @@
+.1016/J.AMC.2008.11.013
@@ Property / DOI: 10.1016/J.AMC.2008.11.013 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1004157