Pages that link to "Item:Q306327"
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The following pages link to Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327):
Displaying 11 items.
- Minimization of the root of a quadratic functional under an affine equality constraint (Q929931) (← links)
- Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management (Q939577) (← links)
- Minimax quadratic optimization and its application to investment planning (Q1778376) (← links)
- Portfolio optimization with two coherent risk measures (Q2022182) (← links)
- A globally convergent method for solving a quartic generalized Markowitz portfolio problem (Q2143112) (← links)
- Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- Specifying the systematic risk of portfolios : a closed form solution (Q3690615) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)
- Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)
- Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models (Q6549617) (← links)