Portfolio Selection Problem with Minimax Type Risk Function

Annals of Operations Research

Volumn 101, Issue 1-4, 2001, Pages 333-349

  Teo, K L ^a   Yang, X Q ^a  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

Bi criteria program; Capital asset pricing model; Minimax risk measure; Portfolio optimization

Indexed keywords

EID: 0042287698     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/A:1010909632198     Document Type: Article

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