Pages that link to "Item:Q929931"
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The following pages link to Minimization of the root of a quadratic functional under an affine equality constraint (Q929931):
Displaying 14 items.
- Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327) (← links)
- An improved closed-form solution for the constrained minimization of the root of a quadratic functional (Q442731) (← links)
- On the tail mean-variance optimal portfolio selection (Q659265) (← links)
- Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management (Q939577) (← links)
- Minimization of quadratic functionals with constraints in the form of equalities (Q1589214) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- Portfolio optimization with two coherent risk measures (Q2022182) (← links)
- Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
- Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)
- On minimization of a convex quadratic function subjected to a system of linear equations (Q2785725) (← links)
- Determination of a minimal projection from<i>C</i>[-1, 1] onto the quadratics (Q3031420) (← links)
- (Q3616768) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)
- Finding the Minimal Root of an Equation (Q5427992) (← links)
