Portfolio Optimization Under a Minimax Rule (Q3116770)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Optimization Under a Minimax Rule |
scientific article |
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Portfolio Optimization Under a Minimax Rule (English)
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12 February 2012
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portfolio selection
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risk averse measures
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efficient frontier
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Kuhn-Tucker conditions
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