Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327): Difference between revisions

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+Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
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+Minimization of the root of a quadratic functional under an affine equality constraint
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+On the tail mean-variance optimal portfolio selection
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+Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
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+Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management
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+Q3688092
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+Tail Variance Premium with Applications for Elliptical Portfolio of Risks
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+Q5330940
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