A minimax rule for portfolio selection in frictional markets (Q1395151)
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scientific article; zbMATH DE number 1940560
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| default for all languages | No label defined |
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| English | A minimax rule for portfolio selection in frictional markets |
scientific article; zbMATH DE number 1940560 |
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A minimax rule for portfolio selection in frictional markets (English)
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26 June 2003
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optimization
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minimax risk measure
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0.8585695028305054
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0.8512753844261169
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0.836968183517456
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0.8278273344039917
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0.8189303874969482
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