Portfolio optimization under a minimax rule revisited (Q5077157)
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scientific article; zbMATH DE number 7528640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under a minimax rule revisited |
scientific article; zbMATH DE number 7528640 |
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Portfolio optimization under a minimax rule revisited (English)
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18 May 2022
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deviation measure
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bi-criteria optimization
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portfolio selection
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risk parity
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