A minimax policy for optimal portfolio choice (Q3926314)
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scientific article; zbMATH DE number 3739242
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A minimax policy for optimal portfolio choice |
scientific article; zbMATH DE number 3739242 |
Statements
A minimax policy for optimal portfolio choice (English)
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1982
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minimax policy
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optimal portfolio choice
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stochastic decision models
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unknown mean
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unknown variance
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