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

@@ Property / author @@
-Udi E. Makov
@@ Property / author: Udi E. Makov / rank @@
-Normal rank
@@ Property / author @@
+Udi E. Makov
@@ Property / author: Udi E. Makov / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C25
@@ Property / Mathematics Subject Classification ID: 90C25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+N10
@@ Property / Mathematics Subject Classification ID: 49N10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B99
@@ Property / Mathematics Subject Classification ID: 46B99 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6620969
@@ Property / zbMATH DE Number: 6620969 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+minimization
@@ Property / zbMATH Keywords: minimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+function of quadratic functional
@@ Property / zbMATH Keywords: function of quadratic functional / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio selection
@@ Property / zbMATH Keywords: portfolio selection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear constraints
@@ Property / zbMATH Keywords: linear constraints / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail variance
@@ Property / zbMATH Keywords: tail variance / 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/10.1007/s10957-015-0856-z
+Normal rank
@@ Property / OpenAlex ID @@
+W2288285871
@@ Property / OpenAlex ID: W2288285871 / rank @@
+Normal rank
@@ Property / cites work @@
+Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
+Normal rank
@@ Property / cites work @@
+Q4223182
@@ Property / cites work: Q4223182 / rank @@
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@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimization of the root of a quadratic functional under an affine equality constraint
+Normal rank
@@ Property / cites work @@
+On the tail mean-variance optimal portfolio selection
+Normal rank
@@ Property / cites work @@
+Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
+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 @@
+Q3688092
@@ Property / cites work: Q3688092 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail Variance Premium with Applications for Elliptical Portfolio of Risks
+Normal rank
@@ Property / cites work @@
+Q5330940
@@ Property / cites work: Q5330940 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:306327