摘要 : Modern financial theory, commonly known as portfolio theory, provides an analytical framework for the investment decision to be made under uncertainty. It is a well-established proposition in portfolio theory that whenever there i... 展开
作者 | Essam Al Arbed |
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作者单位 | |
期刊名称 | 《American Journal of Operations Research》 |
期刊英文名称 | 《美国运筹学期刊(英文)》 |
页码/总页数 | P.32-58 / 27 |
语种/中图分类号 | 汉语 / O17 |
关键词 | Game Theory Stochastic and Linear Programming Perfect Portfolio Portfolio Theory Returns and Risks |
DOI | 10.4236/ajor.2024.141002 |