Portfolio selection problem with minimax type risk function (Q5948185)
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scientific article; zbMATH DE number 1667941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection problem with minimax type risk function |
scientific article; zbMATH DE number 1667941 |
Statements
Portfolio selection problem with minimax type risk function (English)
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31 October 2001
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portfolio optimization
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minimax risk measure
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bi-criteria program
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capital asset pricing model
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