Indeterminacy in portfolio selection
Article Abstract:
A new decision functional that considers the indeterminacy as an increase of the risk from a portfolio is presented. Other methods of portfolio selection are also discussed.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
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A minimax portfolio selection strategy with equilibrium
Article Abstract:
Linear programming methods to examine portfolio allocation in capital markets are presented.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
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