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"A minimax portfolio selection strategy with equilibrium."

Xiaotie Deng, Zhongfei Li, Shouyang Wang (2005)

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DOI: 10.1016/J.EJOR.2004.01.040

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - journals/eor/DengLW05
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  - https://dblp.org/rec/journals/eor/DengLW05
Xiaotie Deng, Zhongfei Li, Shouyang Wang:
A minimax portfolio selection strategy with equilibrium. Eur. J. Oper. Res. 166(1): 278-292 (2005)

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