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1
A Minimax Portfolio Selection Rule with Linear Programming ..:
Young, Martin R.
Management Science. 44 (1998) 5 - p. 673-683 , 1998
Link:
https://www.jstor.org/stable/2634472
RT Journal T1
A Minimax Portfolio Selection Rule with Linear Programming Solution
UL https://suche.suub.uni-bremen.de/peid=jstor-2634472&Exemplar=1&LAN=DE A1 Young, Martin R. PB Institute for Operations Research and the Management Sciences YR 1998 SN 0025-1909 SN 1526-5501 K1 Mean-Variance Analysis K1 Optimization K1 Utility Theory K1 Volatility K1 Mathematics K1 Applied mathematics K1 Game theory K1 Minimax K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial investments K1 Financial portfolios K1 Statistics K1 Applied statistics K1 Descriptive statistics K1 Measures of variability K1 Statistical variance K1 Microeconomics K1 Economic utility K1 Utility functions K1 Financial analysis K1 Risk management K1 Risk aversion K1 Applied sciences K1 Computer science K1 Computer programming K1 Mathematical programming K1 Linear programming K1 Financial instruments K1 Financial securities K1 Securities management K1 Security portfolios K1 Pure mathematics K1 Discrete mathematics K1 Number theory K1 Numbers K1 Real numbers K1 Rational numbers K1 Integers K1 Investors K1 Information science K1 Information management K1 Data management K1 Data architecture K1 Data security JF Management Science VO 44 IS 5 SP 673 OP 683 LK http://dx.doi.org/https://www.jstor.org/stable/2634472 DO https://www.jstor.org/stable/2634472 SF ELIB - SuUB Bremen
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