A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157): 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.amc.2008.11.013 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2027940290 / rank | |||
Normal rank | |||
Revision as of 01:21, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on a minimax rule for portfolio selection and equilibrium price system |
scientific article |
Statements
A note on a minimax rule for portfolio selection and equilibrium price system (English)
0 references
2 March 2009
0 references
portfolio selection
0 references
minimax model
0 references
optimization
0 references
efficient frontier
0 references
maximum entropy algorithm
0 references
