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

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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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