Portfolio selection under maximum minimum criterion

Quality and Quantity

Volumn 40, Issue 3, 2006, Pages 457-468

  Ding, Yuanyao ^a,b  

^a NINGBO UNIVERSITY   (China)

^b RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

Decision making; Maximum loss risk; Maximum minimum criterion; Portfolio selection; Uncertainty

Indexed keywords

EID: 33744552669     PISSN: 00335177     EISSN: 15737845     Source Type: Journal    
DOI: 10.1007/s11135-005-1054-0     Document Type: Article

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