An improved closed-form solution for the constrained minimization of the root of a quadratic functional (Q442731): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 90C30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6063175
@@ Property / zbMATH DE Number: 6063175 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+minimization
@@ Property / zbMATH Keywords: minimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+root of quadratic functional
@@ Property / zbMATH Keywords: root of quadratic functional / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear constraints
@@ Property / zbMATH Keywords: linear constraints / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio selection
@@ Property / zbMATH Keywords: portfolio selection / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2012.04.014
+Normal rank
@@ Property / OpenAlex ID @@
+W2133009536
@@ Property / OpenAlex ID: W2133009536 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimization of the root of a quadratic functional under an affine equality constraint
+Normal rank
@@ Property / cites work @@
+Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management
+Normal rank
@@ Property / cites work @@
+Tail Conditional Expectations for Elliptical Distributions
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Totally convex functions for fixed points computation and infinite dimensional optimization
+Normal rank
@@ Property / cites work @@
+Averaged Subgradient Methods for Constrained Convex Optimization and Nash Equilibria Computation
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+Positive Definite Matrices
@@ Property / cites work: Positive Definite Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+An approach to nonlinear programming
@@ Property / cites work: An approach to nonlinear programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q4693065
@@ Property / cites work: Q4693065 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:442731