A minimax portfolio selection strategy with equilibrium (Q1779559): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2004.01.040 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2095287175 / rank | |||
Normal rank | |||
Revision as of 23:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimax portfolio selection strategy with equilibrium |
scientific article |
Statements
A minimax portfolio selection strategy with equilibrium (English)
0 references
1 June 2005
0 references
uncertainty modelling
0 references
portfolio selection
0 references
optimization
0 references
equilibrium
0 references
