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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/anor/TeoY01>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Kok_Lay_Teo>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/X._Q._Yang>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1023%2FA%3A1010909632198>
foaf:homepage <https://doi.org/10.1023/A:1010909632198>
dc:identifier DBLP journals/anor/TeoY01 (xsd:string)
dc:identifier DOI doi.org%2F10.1023%2FA%3A1010909632198 (xsd:string)
dcterms:issued 2001 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/anor>
rdfs:label Portfolio Selection Problem with Minimax Type Risk Function. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Kok_Lay_Teo>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/X._Q._Yang>
swrc:number 1-4 (xsd:string)
swrc:pages 333-349 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/anor/TeoY01/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/anor/TeoY01>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/anor/anor101.html#TeoY01>
rdfs:seeAlso <https://doi.org/10.1023/A:1010909632198>
dc:subject portfolio optimization; minimax risk measure; bi-criteria program; capital asset pricing model (xsd:string)
dc:title Portfolio Selection Problem with Minimax Type Risk Function. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 101 (xsd:string)