Portfolio Optimization Under a Minimax Rule
| Year of publication: |
2000
|
|---|---|
| Authors: | Cai, Xiaoqiang ; Teo, Kok-Lay ; Yang, Xiaoqi ; Zhou, Xun Yu |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 46.2000, 7, p. 957-972
|