A minimax policy for optimal portfolio choice (Q3926314)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A minimax policy for optimal portfolio choice |
scientific article |
Statements
A minimax policy for optimal portfolio choice (English)
0 references
1982
0 references
minimax policy
0 references
optimal portfolio choice
0 references
stochastic decision models
0 references
unknown mean
0 references
unknown variance
0 references