PORTFOLIO OPTIMIZATION UNDER A MINIMAX RULE

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CAI X.; TEO K.L.; YANG X.

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Journal Paper

Paper Information

Journal: MANAGEMENT SCIENCE Year:2000 | Volume:46 | Issue:7 Page(s): 957-972

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Information Journal Paper

Title

PORTFOLIO OPTIMIZATION UNDER A MINIMAX RULE

Author(s)

CAI X. | TEO K.L. | YANG X.

Keywords

Not Registered.

Abstract

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Cites

LINEAR PROGRAMMING FOR PORTFOLIO OPTIMIZATION WITH FUZZY RETURN RATES AND RISKS

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APA: Copy

CAI, X., TEO, K.L., & YANG, X.. (2000). PORTFOLIO OPTIMIZATION UNDER A MINIMAX RULE. MANAGEMENT SCIENCE, 46(7), 957-972. SID. https://sid.ir/paper/668989/en

Vancouver: Copy

CAI X., TEO K.L., YANG X.. PORTFOLIO OPTIMIZATION UNDER A MINIMAX RULE. MANAGEMENT SCIENCE[Internet]. 2000;46(7):957-972. Available from: https://sid.ir/paper/668989/en

IEEE: Copy

X. CAI, K.L. TEO, and X. YANG, “PORTFOLIO OPTIMIZATION UNDER A MINIMAX RULE,” MANAGEMENT SCIENCE, vol. 46, no. 7, pp. 957–972, 2000, [Online]. Available: https://sid.ir/paper/668989/en

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