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Title: |
An Effective Solution of Minimax Portfolio Model |
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Source: |
International Conference on Engineering and Business Management 2012(Part 4 Urban Management and Financial Investment)
(pp 3092-3094)
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Author(s): |
Jing Cao, Yangtze University School of Information and Mathematics, Jingzhou, Hubei, China, 434023 |
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Abstract: |
Minimax model is put forward a new portfolio model in recent years. In this paper, we give an effective solution of the minimax model by making use of entropy function method. Finally, an example is given to confirm the method, and illustrates the solution stability and rationality. Therefore, the method can be better applied to the portfolio problem.
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