A MINIMAX PORTFOLIO SELECTION RULE WITH LINEAR PROGRAMMING SOLUTION

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YOUNG M.R.

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Journal Paper

Paper Information

Journal: JOURNAL OF MANAGEMENT SCIENCE Year:1998 | Volume:44 | Issue:- Page(s): 673-683

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Information Journal Paper

Title

A MINIMAX PORTFOLIO SELECTION RULE WITH LINEAR PROGRAMMING SOLUTION

Author(s)

YOUNG M.R. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

A FUZZY EFFICIENT FRONTIER METHOD FOR RESOURCE ALLOCATION WITH DIFFERENT TIME CYCLES

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APA: Copy

YOUNG, M.R.. (1998). A MINIMAX PORTFOLIO SELECTION RULE WITH LINEAR PROGRAMMING SOLUTION . JOURNAL OF MANAGEMENT SCIENCE, 44(-), 673-683. SID. https://sid.ir/paper/542642/en

Vancouver: Copy

YOUNG M.R.. A MINIMAX PORTFOLIO SELECTION RULE WITH LINEAR PROGRAMMING SOLUTION . JOURNAL OF MANAGEMENT SCIENCE[Internet]. 1998;44(-):673-683. Available from: https://sid.ir/paper/542642/en

IEEE: Copy

M.R. YOUNG, “A MINIMAX PORTFOLIO SELECTION RULE WITH LINEAR PROGRAMMING SOLUTION ,” JOURNAL OF MANAGEMENT SCIENCE, vol. 44, no. -, pp. 673–683, 1998, [Online]. Available: https://sid.ir/paper/542642/en

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