A Minimax Portfolio Selection Rule with Linear Programming Solution (Q2783965): Difference between revisions
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Revision as of 08:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Minimax Portfolio Selection Rule with Linear Programming Solution |
scientific article |
Statements
A Minimax Portfolio Selection Rule with Linear Programming Solution (English)
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17 April 2002
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mean-variance analysis
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linear optimization
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utility theory
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volatility
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