Portfolio investment based on a mixture of experimental designs

zbMATH Open1265.91151MaRDI QIDQ4902001FDOQ4902001

Chongqi Zhang, Fei Yan

Publication date: 24 January 2013

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zbMATH Keywords

portfolio riskG-optimalitymixture of experimental designssecurity portfolio investment

Mathematics Subject Classification ID

Portfolio theory (91G10)

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