Continuous min-max approach for single period portfolio selection problem (Q3365826)
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scientific article; zbMATH DE number 5005917
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| English | Continuous min-max approach for single period portfolio selection problem |
scientific article; zbMATH DE number 5005917 |
Statements
13 February 2006
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optimal investment strategy
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worst-case analysis
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robust
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0.8044540882110596
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0.795433521270752
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0.7759869694709778
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0.7748068571090698
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