A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157): Difference between revisions

@@ Property / cites work @@
+A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
+Normal rank
@@ Property / cites work @@
+Equilibrium relations in a capital asset market: A mean absolute deviation approach
+Normal rank
@@ Property / cites work @@
+Variance vs downside risk: Is there really that much difference?
+Normal rank
@@ Property / cites work @@
+A measure of risk and a decision-making model based on expected utility and entropy
+Normal rank
@@ Property / cites work @@
+Portfolio Optimization Under a Minimax Rule
@@ Property / cites work: Portfolio Optimization Under a Minimax Rule / rank @@
+Normal rank
@@ Property / cites work @@
+A Minimax Portfolio Selection Rule with Linear Programming Solution
+Normal rank
@@ Property / cites work @@
+EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
+Normal rank
@@ Property / cites work @@
+A minimax portfolio selection strategy with equilibrium
+Normal rank
@@ Property / cites work @@
+An algorithm for portfolio selection in a frictional market
+Normal rank
@@ Property / cites work @@
+A minimax rule for portfolio selection in frictional markets
+Normal rank
@@ Property / cites work @@
+Multi-objective stochastic programming for portfolio selection
+Normal rank
@@ Property / cites work @@
+Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs
+Normal rank
@@ Property / cites work @@
+Minimal concave cost rebalance of a portfolio to the efficient frontier
+Normal rank
@@ Property / cites work @@
+Portfolio selection problem with minimax type risk function
+Normal rank
@@ Property / cites work @@
+Q3134873
@@ Property / cites work: Q3134873 / rank @@
+Normal rank