Optimality and robustness of a minimax portfolio (Q3768643)
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scientific article; zbMATH DE number 4027129
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| English | Optimality and robustness of a minimax portfolio |
scientific article; zbMATH DE number 4027129 |
Statements
Optimality and robustness of a minimax portfolio (English)
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1987
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minimax investment portfolio
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minimax risk frontier
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0.8379127383232117
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0.8368509411811829
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0.80998295545578
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0.8094909191131592
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0.8063121438026428
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