A minimax portfolio selection strategy with equilibrium.
https://doi.org/10.1016/j.ejor.2004.01.040
@article{DBLP:journals/eor/DengLW05,
author = {Xiaotie Deng and
Zhongfei Li and
Shouyang Wang},
title = {A minimax portfolio selection strategy with equilibrium},
journal = {Eur. J. Oper. Res.},
volume = {166},
number = {1},
pages = {278--292},
year = {2005},
url = {https://doi.org/10.1016/j.ejor.2004.01.040},
doi = {10.1016/j.ejor.2004.01.040},
timestamp = {Fri, 27 Mar 2020 08:45:39 +0100},
biburl = {https://dblp.org/rec/journals/eor/DengLW05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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