A minimax portfolio selection strategy with equilibrium (Q1779559)
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scientific article; zbMATH DE number 2173288
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| English | A minimax portfolio selection strategy with equilibrium |
scientific article; zbMATH DE number 2173288 |
Statements
A minimax portfolio selection strategy with equilibrium (English)
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1 June 2005
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uncertainty modelling
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portfolio selection
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optimization
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equilibrium
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0.9539918899536132
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0.909786820411682
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0.810688316822052
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0.8098993897438049
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0.7884305715560913
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