Portfolio optimization under a minimax rule revisited (Q5077157)
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scientific article; zbMATH DE number 7528640
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8106181025505066
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0.7937751412391663
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0.7876701951026917
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0.7821751236915588
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0.7672340273857117
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