A note on a minimax rule for portfolio selection and equilibrium price system
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference22 articles.
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1. Portfolio Mean-Variance Approach Modifications:Modulus Function, Principles of Compromise, and ‘Min–Max’ Approach;Current Science;2018-08-01
2. Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters;Sādhanā;2018-07-24
3. Solving Portfolio Optimization Problems Using AMPL;Operational Research in Business and Economics;2016-07-30
4. Equilibrium in an ambiguity-averse mean–variance investors market;European Journal of Operational Research;2014-09
5. Using portfolio optimisation models to enhance decision making and prediction;Journal of Modelling in Management;2014-03-11
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