Portfolio selection with a minimax measure in safety constraint (Q5746727): Difference between revisions
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scientific article; zbMATH DE number 6256420
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English | Portfolio selection with a minimax measure in safety constraint |
scientific article; zbMATH DE number 6256420 |
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Portfolio selection with a minimax measure in safety constraint (English)
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7 February 2014
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portfolio optimization
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mean-absolute semideviation model
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minimax model
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ratio optimization problem
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augmented \(\epsilon\)-constraint method
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in-sample and out-of-sample analysis
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S\&P CNX Nifty index
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