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Portfolio Selection under Maximum Minimum Criterion

✍ Scribed by Yuanyao Ding

Book ID
106509065
Publisher
Springer Netherlands
Year
2006
Tongue
English
Weight
109 KB
Volume
40
Category
Article
ISSN
0033-5177

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## Abstract According to the conventional theory of finance, maximizing return with minimum risk should be a hallmark of every successful investor. However, contrary to the theoretical expectations of the conventional theory, the tests achieved on most financial markets have revealed the existence