A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157): Difference between revisions
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Revision as of 02:21, 20 March 2024
scientific article
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English | A note on a minimax rule for portfolio selection and equilibrium price system |
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A note on a minimax rule for portfolio selection and equilibrium price system (English)
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2 March 2009
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portfolio selection
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minimax model
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optimization
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efficient frontier
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maximum entropy algorithm
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