A minimax policy for optimal portfolio choice
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Publication:3926314
DOI10.1080/00207728208926329zbMath0471.90015OpenAlexW4255801197MaRDI QIDQ3926314
Publication date: 1982
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728208926329
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Related Items (3)
Selection and ordering in optimal portfolio choice ⋮ Optimality and robustness of a minimax portfolio ⋮ Econometrics of portfolio risk analysis†
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