Optimality and robustness of a minimax portfolio (Q3768643)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality and robustness of a minimax portfolio |
scientific article |
Statements
Optimality and robustness of a minimax portfolio (English)
0 references
1987
0 references
minimax investment portfolio
0 references
minimax risk frontier
0 references
