An improved closed-form solution for the constrained minimization of the root of a quadratic functional (Q442731): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 05:11, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An improved closed-form solution for the constrained minimization of the root of a quadratic functional |
scientific article |
Statements
An improved closed-form solution for the constrained minimization of the root of a quadratic functional (English)
0 references
3 August 2012
0 references
minimization
0 references
root of quadratic functional
0 references
linear constraints
0 references
portfolio selection
0 references