Minimax : portfolio choice based on pessimistic decision making
Steffen Schaarschmidt & Peter Schanbacher
| Year of publication: |
2014
|
|---|---|
| Authors: | Schaarschmidt, Steffen ; Schanbacher, Peter |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 8, p. 23-40
|
| Subject: | minimax | maximin | portfolio selection | portfolio management | portfolio choice | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Theorie | Theory | Schätzung | Estimation | Institutioneller Investor | Institutional investor | Portfoliodiversifikation | Portfolio diversification | Welt | World | 1990-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010399353