A minimax portfolio selection strategy with equilibrium

European Journal of Operational Research

Volumn 166, Issue 1 SPEC. ISS., 2005, Pages 278-292

  Deng, Xiao Tie ^a   Li, Zhong Fei ^b   Wang, Shou Yang ^c  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^b SUN YAT SEN UNIVERSITY   (China)

^c INSTITUTE OF SYSTEMS SCIENCE   (China)

Author keywords

Equilibrium; Optimization; Portfolio selection; Uncertainty modelling

Indexed keywords

COST BENEFIT ANALYSIS; GAME THEORY; MARKETING; MATHEMATICAL MODELS; OPERATIONS RESEARCH; OPTIMIZATION; STRATEGIC PLANNING;

EQUILIBRIUM; PORTFOLIO SELECTION; UNCERTAINTY MODELING;

FINANCE;

EID: 13544251412     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2004.01.040     Document Type: Article

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