Pages that link to "Item:Q1004157"
From MaRDI portal
The following pages link to A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157):
Displaying 4 items.
- A maximum entropy method for a robust portfolio problem (Q296477) (← links)
- Equilibrium in an ambiguity-averse mean-variance investors market (Q296609) (← links)
- A copula entropy approach to correlation measurement at the country level (Q720659) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
